+552.6%
MCHP vs PM
+837.3%
-284.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | +5.7% | +0.5% | +5.2% | +5.4% |
| 30D | -13.4% | -3.2% | -10.2% | -12.2% |
| 3M | -20.1% | +6.2% | -26.4% | -22.5% |
| 6M | -35.5% | +7.7% | -43.2% | -38.6% |
| YTD | -1.6% | +27.3% | -28.8% | -13.9% |
| 1Y | +15.5% | +32.8% | -17.3% | -1.3% |
| 3Y | -13.2% | +150.0% | -163.2% | -48.9% |
| 5Y | -17.5% | +164.2% | -181.7% | -53.6% |
| 10Y | +136.0% | +265.7% | -129.7% | +7.4% |
| All | +552.6% | +837.3% | -284.7% | +68.0% |
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 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