+96.8%
META vs MCHP
-13.2%
+110.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +5.2% | +5.7% | -0.5% | +3.8% |
| 30D | -13.0% | -13.4% | +0.4% | -10.5% |
| 3M | +7.9% | -20.1% | +28.1% | +12.9% |
| 6M | +4.2% | -35.5% | +39.8% | +13.6% |
| YTD | -2.5% | -1.6% | -1.0% | -6.5% |
| 1Y | +5.6% | +15.5% | -9.9% | -3.6% |
| 3Y | +96.8% | -13.2% | +110.0% | +73.3% |
| All | +96.8% | -13.2% | +110.0% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling