+67.7%
V vs MCHP
+5.4%
+62.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -2.9% | +0.3% | -3.3% | -3.0% |
| 30D | +1.9% | -9.8% | +11.6% | +3.5% |
| 3M | +13.2% | -19.7% | +32.9% | +16.3% |
| 6M | +16.7% | +13.6% | +3.2% | +11.0% |
| YTD | +5.4% | +16.5% | -11.1% | -0.6% |
| 1Y | +7.7% | +15.7% | -8.0% | +1.1% |
| 3Y | +52.0% | 0.0% | +52.0% | +39.1% |
| 5Y | +67.7% | +4.4% | +63.3% | +43.1% |
| All | +67.7% | +5.4% | +62.4% | +43.1% |
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 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