+13.4%
PG vs MCHP
+3.6%
+9.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.5% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +0.8% | -6.0% | +6.9% | +1.0% |
| 3M | -1.3% | -19.7% | +18.3% | -0.8% |
| 6M | -3.8% | +14.0% | -17.9% | -5.0% |
| YTD | +3.6% | +18.4% | -14.8% | +2.1% |
| 1Y | -5.7% | +17.1% | -22.8% | -7.2% |
| 3Y | +1.6% | +0.7% | +0.9% | -0.5% |
| All | +13.4% | +3.6% | +9.8% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling