+188.9%
MCHP vs PLD
+247.3%
-58.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.3% |
| 7D | -2.1% | -2.8% | +0.8% | -0.2% |
| 30D | -11.1% | -3.6% | -7.5% | -9.0% |
| 3M | -18.1% | -7.1% | -11.0% | -14.9% |
| 6M | +10.8% | +0.2% | +10.5% | +9.2% |
| YTD | +14.2% | +6.9% | +7.3% | +7.4% |
| 1Y | +13.5% | +25.0% | -11.6% | -4.5% |
| 3Y | -2.0% | +20.8% | -22.8% | -16.5% |
| 5Y | +1.4% | +16.2% | -14.8% | -13.7% |
| All | +188.9% | +247.3% | -58.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 10y: compounded portfolio wealth divided by compounded PLD 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…
10y analysis · Full analysis span regression · 6 months rolling