-16.2%
MCHP vs PR
+64.2%
-80.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +1.9% | -11.9% | -10.8% |
| 7D | -24.6% | -16.4% | -8.1% | -18.7% |
| 30D | -25.2% | -1.9% | -23.3% | -24.9% |
| 3M | -21.1% | +8.0% | -29.0% | -24.7% |
| 6M | -42.7% | +4.1% | -46.8% | -45.0% |
| YTD | -6.9% | +58.7% | -65.6% | -30.9% |
| 1Y | +0.9% | +75.8% | -74.9% | -30.1% |
| 3Y | -16.2% | +73.2% | -89.4% | -42.5% |
| All | -16.2% | +64.2% | -80.5% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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