+81.9%
META vs MCHP
-25.5%
+107.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.0% | +10.9% | +4.6% |
| 7D | -0.8% | -24.6% | +23.8% | +9.7% |
| 30D | -15.4% | -25.2% | +9.8% | -6.4% |
| 3M | +3.5% | -21.1% | +24.6% | +11.1% |
| 6M | -0.3% | -42.7% | +42.4% | +19.8% |
| YTD | -7.3% | -6.9% | -0.5% | -11.9% |
| 1Y | -1.1% | +0.9% | -2.0% | -10.2% |
| 3Y | +95.1% | -16.2% | +111.3% | +70.4% |
| All | +81.9% | -25.5% | +107.5% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling