-0.9%
MCHP vs PM
+124.8%
-125.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.4% |
| 7D | +0.3% | -1.2% | +1.5% | +0.2% |
| 30D | -9.8% | -0.2% | -9.6% | -9.7% |
| 3M | -19.7% | +4.9% | -24.6% | -19.3% |
| 6M | +13.6% | +9.0% | +4.5% | +14.0% |
| YTD | +16.5% | +17.8% | -1.3% | +17.8% |
| 1Y | +15.7% | +16.8% | -1.1% | +17.6% |
| All | -0.9% | +124.8% | -125.7% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling