+92.9%
QQQ vs MCHP
0.0%
+92.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | -0.1% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -1.2% | -6.0% | +4.8% | +0.4% |
| 3M | -0.2% | -19.7% | +19.5% | +5.3% |
| 6M | +17.9% | +14.0% | +3.9% | +12.2% |
| YTD | +16.6% | +18.4% | -1.8% | +9.1% |
| 1Y | +23.0% | +17.1% | +5.9% | +14.7% |
| 3Y | +92.9% | +0.7% | +92.2% | +76.7% |
| All | +92.9% | 0.0% | +92.9% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling