+1,337.1%
T vs MCHP
+40,888.2%
-39,551.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -1.5% | +2.8% | -4.3% | -1.8% |
| 30D | +7.6% | -12.8% | +20.4% | +9.1% |
| 3M | +15.3% | -19.2% | +34.5% | +17.1% |
| 6M | -8.5% | +14.5% | -23.0% | -10.8% |
| YTD | +6.8% | +17.1% | -10.4% | +3.6% |
| 1Y | -7.2% | +15.3% | -22.6% | -10.2% |
| 3Y | +108.2% | +0.5% | +107.8% | +99.1% |
| 5Y | +66.1% | +6.1% | +60.0% | +55.1% |
| 10Y | +65.3% | +192.2% | -126.9% | +33.6% |
| All | +1,337.1% | +40,888.2% | -39,551.1% | +862.8% |
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