-7.0%
PG vs MCHP
+11.3%
-18.3%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.1% |
| 7D | -2.7% | -2.1% | -0.6% | -2.8% |
| 30D | -1.5% | -11.1% | +9.6% | -2.2% |
| 3M | -3.4% | -18.1% | +14.7% | -5.1% |
| 6M | -7.0% | +10.8% | -17.8% | -12.8% |
| All | -7.0% | +11.3% | -18.3% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling