+134.5%
MCHP vs PM
+264.7%
-130.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | +5.7% | +0.5% | +5.2% | +5.5% |
| 30D | -13.4% | -3.2% | -10.2% | -12.4% |
| 3M | -20.1% | +6.2% | -26.4% | -22.0% |
| 6M | -35.5% | +7.7% | -43.2% | -38.0% |
| YTD | -1.6% | +27.3% | -28.8% | -12.1% |
| 1Y | +15.5% | +32.8% | -17.3% | +1.0% |
| 3Y | -13.2% | +150.0% | -163.2% | -47.4% |
| 5Y | -17.5% | +164.2% | -181.7% | -52.3% |
| All | +134.5% | +264.7% | -130.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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