+194.8%
MCHP vs QLD
+1,628.0%
-1,433.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +1.7% | +0.6% | +1.1% | +1.3% |
| 30D | -4.1% | -0.1% | -3.9% | -3.9% |
| 3M | -22.5% | -8.4% | -14.2% | -17.2% |
| 6M | +7.3% | +32.2% | -24.9% | -10.7% |
| YTD | +18.4% | +28.9% | -10.5% | -0.3% |
| 1Y | +18.1% | +43.8% | -25.7% | -7.9% |
| 3Y | -2.8% | +176.6% | -179.4% | -51.3% |
| 5Y | +5.5% | +121.6% | -116.1% | -43.1% |
| All | +194.8% | +1,628.0% | -1,433.2% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling