-17.3%
MCHP vs PL
+31.5%
-48.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +5.7% | +10.0% | -4.3% | +4.0% |
| 30D | -13.4% | -2.3% | -11.2% | -13.3% |
| 3M | -20.1% | -44.2% | +24.1% | -12.8% |
| 6M | -35.5% | -66.1% | +30.6% | -24.7% |
| YTD | -1.6% | -30.0% | +28.4% | -0.5% |
| 1Y | +15.5% | +21.0% | -5.6% | +5.3% |
| 3Y | -13.2% | +516.5% | -529.7% | -48.6% |
| All | -17.3% | +31.5% | -48.9% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling