+4,407.5%
MU vs MCHP
+134.0%
+4,273.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.0% |
| 7D | +12.8% | +5.7% | +7.1% | +8.5% |
| 30D | -14.9% | -13.4% | -1.4% | -5.1% |
| 3M | -18.0% | -20.1% | +2.1% | -3.3% |
| 6M | -3.1% | -35.5% | +32.4% | +36.2% |
| YTD | +172.9% | -1.6% | +174.5% | +178.9% |
| 1Y | +228.8% | +15.5% | +213.4% | +196.1% |
| 3Y | +950.8% | -13.2% | +964.0% | +978.3% |
| 5Y | +931.3% | -17.5% | +948.7% | +948.0% |
| All | +4,407.5% | +134.0% | +4,273.5% | +1,753.3% |
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 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