+272.4%
MCHP vs PR
+169.5%
+103.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.6% |
| 7D | +1.7% | +2.9% | -1.2% | +1.3% |
| 30D | -4.1% | +18.0% | -22.1% | -6.1% |
| 3M | -22.5% | +16.9% | -39.4% | -24.2% |
| 6M | +7.3% | +28.2% | -20.9% | +3.6% |
| YTD | +18.4% | +69.3% | -50.9% | +10.3% |
| 1Y | +18.1% | +69.5% | -51.4% | +9.9% |
| 3Y | -2.8% | +81.7% | -84.5% | -10.3% |
| 5Y | +5.5% | +422.2% | -416.8% | -13.2% |
| 10Y | +185.8% | +110.4% | +75.5% | +150.5% |
| All | +272.4% | +169.5% | +103.0% | +223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling