+62.5%
MCHP vs QS
-46.4%
+108.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.7% | +3.4% |
| 7D | 0.0% | -3.6% | +3.7% | +0.5% |
| 30D | -6.0% | -17.2% | +11.2% | -4.0% |
| 3M | -19.7% | -27.0% | +7.3% | -16.8% |
| 6M | +14.0% | -24.6% | +38.6% | +17.4% |
| YTD | +18.4% | -49.3% | +67.8% | +26.6% |
| 1Y | +17.1% | -40.3% | +57.4% | +21.1% |
| 3Y | +0.7% | -23.8% | +24.5% | -5.1% |
| 5Y | +5.1% | -75.0% | +80.1% | +2.5% |
| All | +62.5% | -46.4% | +108.9% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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