+334.8%
MCHP vs Z
+25.1%
+309.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.6% | +2.1% |
| 7D | +1.7% | -3.0% | +4.7% | +2.6% |
| 30D | -4.1% | -4.2% | +0.1% | -3.3% |
| 3M | -22.5% | -3.7% | -18.8% | -22.7% |
| 6M | +7.3% | -24.5% | +31.8% | +14.5% |
| YTD | +18.4% | -49.3% | +67.7% | +41.0% |
| 1Y | +18.1% | -58.7% | +76.8% | +49.4% |
| 3Y | -2.8% | -34.1% | +31.4% | +2.3% |
| 5Y | +5.5% | -64.5% | +70.0% | +22.9% |
| 10Y | +185.8% | -0.5% | +186.3% | +126.7% |
| All | +334.8% | +25.1% | +309.7% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling