+70.3%
T vs MCHP
+207.0%
-136.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.6% |
| 7D | +1.5% | 0.0% | +1.4% | +1.5% |
| 30D | +7.5% | -6.0% | +13.5% | +8.1% |
| 3M | +14.8% | -19.7% | +34.5% | +16.9% |
| 6M | -1.7% | +14.0% | -15.8% | -4.7% |
| YTD | +8.7% | +18.4% | -9.7% | +4.6% |
| 1Y | -7.5% | +17.1% | -24.6% | -11.2% |
| 3Y | +110.2% | +0.7% | +109.5% | +99.3% |
| 5Y | +71.6% | +5.1% | +66.5% | +56.0% |
| All | +70.3% | +207.0% | -136.8% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling