+1,527.5%
META vs MCHP
+564.3%
+963.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.4% |
| 7D | +6.7% | +1.7% | +5.0% | +6.0% |
| 30D | +4.8% | -4.1% | +8.8% | +5.7% |
| 3M | -1.6% | -22.5% | +20.9% | +6.5% |
| 6M | -7.5% | +7.3% | -14.7% | -13.5% |
| YTD | -6.4% | +18.4% | -24.8% | -16.9% |
| 1Y | -17.3% | +18.1% | -35.5% | -27.4% |
| 3Y | +109.9% | -2.8% | +112.7% | +84.1% |
| 5Y | +65.4% | +5.5% | +59.9% | +38.6% |
| 10Y | +391.8% | +185.8% | +206.0% | +152.5% |
| All | +1,527.5% | +564.3% | +963.1% | +509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling