+4,524.1%
MU vs MCHP
+135.5%
+4,388.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +21.6% | -4.3% | +25.9% | +24.7% |
| 30D | -16.2% | -16.3% | +0.1% | -4.3% |
| 3M | -12.4% | -21.4% | +9.0% | +4.5% |
| 6M | +4.2% | -35.8% | +39.9% | +46.8% |
| YTD | +180.0% | -0.9% | +180.9% | +184.7% |
| 1Y | +226.4% | +14.5% | +211.9% | +195.8% |
| 3Y | +969.7% | -13.7% | +983.4% | +1,002.7% |
| 5Y | +957.9% | -16.9% | +974.9% | +969.8% |
| All | +4,524.1% | +135.5% | +4,388.6% | +1,791.8% |
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 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