-2.8%
MCHP vs Z
-39.0%
+36.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.2% |
| 7D | -2.1% | -11.6% | +9.5% | +1.0% |
| 30D | -11.1% | -8.5% | -2.7% | -9.5% |
| 3M | -18.1% | -7.9% | -10.2% | -17.3% |
| 6M | +10.8% | -29.1% | +39.9% | +20.2% |
| YTD | +14.2% | -54.2% | +68.4% | +41.1% |
| 1Y | +13.5% | -63.5% | +77.0% | +51.2% |
| All | -2.8% | -39.0% | +36.1% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling