+105.8%
V vs MCHP
-17.1%
+123.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.1% |
| 7D | -0.4% | -4.3% | +3.9% | +0.2% |
| 30D | +6.3% | -16.3% | +22.6% | +8.9% |
| 3M | +17.2% | -21.4% | +38.5% | +20.9% |
| 6M | +29.2% | -35.8% | +65.0% | +36.6% |
| YTD | +20.8% | -0.9% | +21.7% | +16.2% |
| 1Y | +25.0% | +14.5% | +10.5% | +16.4% |
| 3Y | +75.3% | -13.7% | +89.0% | +63.2% |
| 5Y | +105.8% | -16.9% | +122.8% | +81.3% |
| All | +105.8% | -17.1% | +123.0% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling