+5,744.5%
MU vs MCHP
+196.2%
+5,548.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -3.4% |
| 7D | +2.0% | -2.1% | +4.1% | +3.7% |
| 30D | +12.5% | -11.1% | +23.7% | +22.8% |
| 3M | +9.6% | -18.1% | +27.7% | +28.8% |
| 6M | +142.6% | +10.8% | +131.8% | +127.5% |
| YTD | +242.7% | +14.2% | +228.4% | +214.4% |
| 1Y | +599.3% | +13.5% | +585.8% | +536.2% |
| 3Y | +1,308.3% | -2.0% | +1,310.3% | +1,213.8% |
| 5Y | +1,263.7% | +1.4% | +1,262.3% | +1,080.0% |
| All | +5,744.5% | +196.2% | +5,548.3% | +1,907.7% |
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