+444.1%
META vs MCHP
+133.4%
+310.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | +3.3% | -22.6% | +25.8% | +13.3% |
| 30D | -10.8% | -20.1% | +9.4% | -3.5% |
| 3M | +7.9% | -25.4% | +33.3% | +19.3% |
| 6M | +5.4% | -38.4% | +43.8% | +23.0% |
| YTD | -2.6% | -3.7% | +1.1% | -7.6% |
| 1Y | +1.9% | +11.7% | -9.9% | -10.1% |
| 3Y | +97.0% | -16.1% | +113.1% | +79.2% |
| 5Y | +97.6% | -16.9% | +114.5% | +78.2% |
| All | +444.1% | +133.4% | +310.6% | +191.1% |
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