+484.0%
V vs MCHP
+134.0%
+350.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.9% | +5.7% | -4.8% | -0.5% |
| 30D | +9.0% | -13.4% | +22.4% | +12.2% |
| 3M | +16.7% | -20.1% | +36.8% | +22.3% |
| 6M | +33.4% | -35.5% | +68.9% | +45.0% |
| YTD | +22.4% | -1.6% | +23.9% | +16.4% |
| 1Y | +27.7% | +15.5% | +12.2% | +15.4% |
| 3Y | +78.0% | -13.2% | +91.2% | +62.6% |
| 5Y | +108.5% | -17.5% | +126.0% | +85.1% |
| All | +484.0% | +134.0% | +350.0% | +212.1% |
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