+199.5%
MCHP vs QSR
+135.2%
+64.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +3.3% |
| 7D | 0.0% | -4.0% | +4.0% | +2.3% |
| 30D | -6.0% | +2.8% | -8.8% | -7.6% |
| 3M | -19.7% | +5.1% | -24.8% | -22.7% |
| 6M | +14.0% | +8.8% | +5.2% | +7.1% |
| YTD | +18.4% | +14.8% | +3.6% | +7.3% |
| 1Y | +17.1% | +25.7% | -8.6% | +0.2% |
| 3Y | +0.7% | +27.5% | -26.8% | -16.4% |
| 5Y | +5.1% | +41.3% | -36.2% | -18.7% |
| All | +199.5% | +135.2% | +64.3% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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