-5.3%
PG vs MCHP
+18.9%
-24.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.3% |
| 7D | +1.9% | +1.7% | +0.1% | +1.9% |
| 30D | -0.2% | -4.1% | +3.8% | -0.4% |
| 3M | +4.8% | -22.5% | +27.3% | +3.6% |
| 6M | -6.1% | +7.3% | -13.4% | -6.8% |
| YTD | +4.5% | +18.4% | -13.9% | +4.3% |
| 1Y | -5.3% | +18.1% | -23.4% | -6.0% |
| All | -5.3% | +18.9% | -24.2% | -6.0% |
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