-12.5%
MCHP vs PM
+147.1%
-159.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +3.1% |
| 7D | -17.5% | -7.1% | -10.5% | -18.3% |
| 30D | -15.8% | -2.8% | -13.1% | -16.0% |
| 3M | -22.9% | +6.3% | -29.2% | -21.9% |
| 6M | -36.6% | +9.6% | -46.2% | -35.4% |
| YTD | -0.8% | +25.6% | -26.4% | +2.1% |
| 1Y | +16.5% | +29.7% | -13.1% | +20.5% |
| All | -12.5% | +147.1% | -159.6% | -20.7% |
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