+102.9%
T vs MCHP
-1.6%
+104.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | +4.6% | -9.8% | +14.3% | +4.3% |
| 3M | +12.2% | -19.7% | +31.9% | +11.8% |
| 6M | -6.5% | +13.6% | -20.0% | -6.6% |
| YTD | +4.9% | +16.5% | -11.6% | +4.8% |
| 1Y | -10.5% | +15.7% | -26.2% | -10.5% |
| All | +102.9% | -1.6% | +104.5% | +96.0% |
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 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