+199.5%
MCHP vs PM
+219.2%
-19.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.4% |
| 7D | 0.0% | +4.7% | -4.6% | -1.5% |
| 30D | -6.0% | +2.6% | -8.6% | -7.1% |
| 3M | -19.7% | +6.6% | -26.3% | -22.3% |
| 6M | +14.0% | +16.5% | -2.5% | +5.7% |
| YTD | +18.4% | +21.2% | -2.7% | +7.7% |
| 1Y | +17.1% | +17.9% | -0.8% | +6.9% |
| 3Y | +0.7% | +129.8% | -129.1% | -36.6% |
| 5Y | +5.1% | +133.0% | -127.9% | -35.4% |
| All | +199.5% | +219.2% | -19.8% | +54.8% |
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