-18.2%
META vs MCHP
+13.5%
-31.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.4% |
| 7D | +6.0% | +2.8% | +3.3% | +5.7% |
| 30D | +3.6% | -12.8% | +16.4% | +5.4% |
| 3M | +4.9% | -19.2% | +24.1% | +7.7% |
| 6M | -4.7% | +14.5% | -19.2% | -9.4% |
| YTD | -6.9% | +17.1% | -24.0% | -12.6% |
| 1Y | -18.2% | +15.3% | -33.5% | -22.5% |
| All | -18.2% | +13.5% | -31.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MCHP 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling