+42,373.8%
MCHP vs RF
+507.6%
+41,866.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +1.7% | +1.3% | +0.4% | +1.3% |
| 30D | -4.1% | -3.6% | -0.5% | -3.1% |
| 3M | -22.5% | +8.1% | -30.6% | -24.4% |
| 6M | +7.3% | +11.5% | -4.2% | +3.8% |
| YTD | +18.4% | +15.6% | +2.8% | +13.3% |
| 1Y | +18.1% | +15.7% | +2.5% | +13.0% |
| 3Y | -2.8% | +86.9% | -89.7% | -18.4% |
| 5Y | +5.5% | +89.8% | -84.3% | -12.2% |
| 10Y | +185.8% | +344.7% | -158.9% | +87.3% |
| All | +42,373.8% | +507.6% | +41,866.2% | +18,925.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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