+2,438.3%
MCHP vs PLD
+1,708.5%
+729.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.7% |
| 7D | +1.7% | -2.4% | +4.1% | +2.6% |
| 30D | -4.1% | -2.4% | -1.7% | -3.2% |
| 3M | -22.5% | -3.8% | -18.7% | -21.9% |
| 6M | +7.3% | 0.0% | +7.3% | +6.8% |
| YTD | +18.4% | +9.2% | +9.1% | +13.9% |
| 1Y | +18.1% | +25.9% | -7.8% | +7.9% |
| 3Y | -2.8% | +21.3% | -24.1% | -9.7% |
| 5Y | +5.5% | +14.1% | -8.6% | -0.3% |
| 10Y | +185.8% | +237.9% | -52.1% | +92.8% |
| All | +2,438.3% | +1,708.5% | +729.8% | +710.9% |
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