-16.2%
MCHP vs QLD
+140.3%
-156.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +2.5% | -12.6% | -12.1% |
| 7D | -24.6% | -10.3% | -14.3% | -17.7% |
| 30D | -25.2% | -26.1% | +0.8% | -5.2% |
| 3M | -21.1% | -17.8% | -3.3% | -8.2% |
| 6M | -42.7% | -15.6% | -27.1% | -34.5% |
| YTD | -6.9% | +5.4% | -12.2% | -11.3% |
| 1Y | +0.9% | +5.2% | -4.3% | -4.2% |
| 3Y | -16.2% | +139.4% | -155.7% | -62.5% |
| All | -16.2% | +140.3% | -156.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling