+107.3%
META vs MCHP
-2.1%
+109.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.6% |
| 7D | +6.7% | +1.7% | +5.0% | +6.3% |
| 30D | +4.8% | -4.1% | +8.8% | +5.4% |
| 3M | -1.6% | -22.5% | +20.9% | +3.7% |
| 6M | -7.5% | +7.3% | -14.7% | -11.6% |
| YTD | -6.4% | +18.4% | -24.8% | -13.6% |
| 1Y | -17.3% | +18.1% | -35.5% | -24.1% |
| All | +107.3% | -2.1% | +109.4% | +86.2% |
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