+1,547.1%
QQQ vs MCHP
+2,490.1%
-943.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.2% |
| 7D | -1.3% | -2.1% | +0.8% | -0.4% |
| 30D | -1.4% | -11.1% | +9.8% | +3.5% |
| 3M | +2.3% | -18.1% | +20.4% | +9.6% |
| 6M | +16.9% | +10.8% | +6.1% | +9.0% |
| YTD | +15.6% | +14.2% | +1.4% | +5.5% |
| 1Y | +22.6% | +13.5% | +9.2% | +10.8% |
| 3Y | +93.5% | -2.0% | +95.5% | +71.8% |
| 5Y | +93.9% | +1.4% | +92.5% | +64.5% |
| 10Y | +564.6% | +195.5% | +369.1% | +219.2% |
| All | +1,547.1% | +2,490.1% | -943.1% | +159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling