+20.4%
PFE vs MCHP
+13.2%
+7.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.4% |
| 7D | -4.0% | -2.1% | -1.9% | -4.0% |
| 30D | +3.9% | -11.1% | +15.0% | +4.3% |
| 3M | +9.9% | -18.1% | +28.0% | +10.2% |
| 6M | +5.3% | +10.8% | -5.5% | +1.5% |
| YTD | +16.8% | +14.2% | +2.5% | +11.5% |
| 1Y | +20.4% | +13.5% | +7.0% | +15.0% |
| All | +20.4% | +13.2% | +7.3% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling