+59.9%
MCHP vs QS
-47.0%
+106.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.6% | +6.1% | +0.3% |
| 7D | +0.3% | -4.2% | +4.6% | +0.8% |
| 30D | -9.8% | -15.7% | +5.9% | -8.0% |
| 3M | -19.7% | -28.7% | +9.0% | -16.6% |
| 6M | +13.6% | -23.2% | +36.8% | +16.7% |
| YTD | +16.5% | -49.9% | +66.4% | +24.8% |
| 1Y | +15.7% | -38.8% | +54.5% | +19.3% |
| 3Y | 0.0% | -24.0% | +24.0% | -5.8% |
| 5Y | +4.4% | -75.6% | +80.0% | +2.0% |
| All | +59.9% | -47.0% | +106.9% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling