+1,159.2%
T vs MCHP
+34,352.9%
-33,193.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.5% | +5.7% | -3.2% | +1.9% |
| 30D | -3.8% | -13.4% | +9.7% | -2.6% |
| 3M | -8.7% | -20.1% | +11.4% | -7.0% |
| 6M | -8.1% | -35.5% | +27.4% | -4.9% |
| YTD | -6.4% | -1.6% | -4.9% | -7.9% |
| 1Y | -9.8% | +15.5% | -25.2% | -12.9% |
| 3Y | +65.5% | -13.2% | +78.7% | +60.1% |
| 5Y | +57.0% | -17.5% | +74.4% | +50.2% |
| 10Y | +60.8% | +136.0% | -75.2% | +32.4% |
| All | +1,159.2% | +34,352.9% | -33,193.6% | +755.6% |
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