+2,004.7%
MCHP vs PLD
+1,632.8%
+371.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.6% | +4.4% |
| 7D | -19.2% | +0.7% | -19.9% | -19.3% |
| 30D | -18.6% | +0.8% | -19.4% | -18.8% |
| 3M | -26.9% | -6.1% | -20.8% | -25.2% |
| 6M | -37.2% | -8.0% | -29.2% | -35.6% |
| YTD | -1.8% | +4.7% | -6.5% | -4.0% |
| 1Y | +12.1% | +7.2% | +4.9% | +8.7% |
| 3Y | -10.0% | +39.2% | -49.2% | -20.1% |
| 5Y | -17.3% | +1.9% | -19.2% | -18.6% |
| 10Y | +131.0% | +256.8% | -125.7% | +54.2% |
| All | +2,004.7% | +1,632.8% | +371.9% | +583.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling