+425.7%
META vs MCHP
+138.8%
+286.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.4% | -0.3% | +3.0% |
| 7D | +5.7% | -19.2% | +24.9% | +14.1% |
| 30D | -10.8% | -18.6% | +7.8% | -4.2% |
| 3M | +8.4% | -27.0% | +35.4% | +20.8% |
| 6M | +5.4% | -37.3% | +42.6% | +22.1% |
| YTD | -2.6% | -1.8% | -0.7% | -8.3% |
| 1Y | +3.5% | +12.1% | -8.6% | -8.7% |
| 3Y | +102.0% | -10.0% | +112.0% | +77.9% |
| 5Y | +93.1% | -17.3% | +110.4% | +74.5% |
| 10Y | +425.7% | +131.0% | +294.7% | +180.7% |
| All | +425.7% | +138.8% | +286.9% | +180.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling