-0.6%
MCHP vs QS
-75.4%
+74.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -2.1% | -5.0% | +2.9% | -1.2% |
| 30D | -11.1% | -18.3% | +7.2% | -7.6% |
| 3M | -18.1% | -26.0% | +7.9% | -13.4% |
| 6M | +10.8% | -24.0% | +34.8% | +15.9% |
| YTD | +14.2% | -50.3% | +64.5% | +28.1% |
| 1Y | +13.5% | -38.0% | +51.4% | +18.0% |
| 3Y | -2.0% | -24.6% | +22.6% | -15.4% |
| All | -0.6% | -75.4% | +74.7% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling