+542.3%
MCHP vs QLD
+7,369.0%
-6,826.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +2.5% | -12.6% | -11.5% |
| 7D | -24.6% | -10.3% | -14.3% | -19.5% |
| 30D | -25.2% | -26.1% | +0.8% | -10.7% |
| 3M | -21.1% | -17.8% | -3.3% | -11.4% |
| 6M | -42.7% | -15.6% | -27.1% | -36.3% |
| YTD | -6.9% | +5.4% | -12.2% | -9.5% |
| 1Y | +0.9% | +5.2% | -4.3% | -2.1% |
| 3Y | -16.2% | +139.4% | -155.7% | -49.2% |
| 5Y | -24.1% | +66.7% | -90.8% | -46.9% |
| 10Y | +134.1% | +1,422.1% | -1,288.0% | -51.5% |
| All | +542.3% | +7,369.0% | -6,826.6% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling