+684.8%
MCHP vs PM
+752.6%
-67.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.3% |
| 7D | +1.7% | -4.9% | +6.6% | +3.8% |
| 30D | -4.1% | -3.4% | -0.7% | -2.8% |
| 3M | -22.5% | +5.2% | -27.7% | -25.3% |
| 6M | +7.3% | +3.7% | +3.6% | +3.2% |
| YTD | +18.4% | +15.8% | +2.6% | +8.0% |
| 1Y | +18.1% | +17.4% | +0.8% | +6.0% |
| 3Y | -2.8% | +116.9% | -119.7% | -38.8% |
| 5Y | +5.5% | +117.3% | -111.8% | -34.8% |
| 10Y | +185.8% | +193.8% | -7.9% | +44.8% |
| All | +684.8% | +752.6% | -67.8% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling