-17.3%
MCHP vs QLD
+80.9%
-98.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | +1.1% |
| 7D | +5.7% | +7.0% | -1.3% | +0.8% |
| 30D | -13.4% | -14.3% | +0.9% | -3.9% |
| 3M | -20.1% | -16.0% | -4.1% | -10.2% |
| 6M | -35.5% | -14.2% | -21.3% | -28.0% |
| YTD | -1.6% | +12.8% | -14.3% | -9.6% |
| 1Y | +15.5% | +14.1% | +1.4% | +5.1% |
| 3Y | -13.2% | +146.0% | -159.1% | -53.0% |
| All | -17.3% | +80.9% | -98.3% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling