+2,926.4%
V vs MCHP
+646.5%
+2,279.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.5% |
| 7D | -1.7% | +1.7% | -3.4% | -2.3% |
| 30D | +2.0% | -4.1% | +6.0% | +2.6% |
| 3M | +17.4% | -22.5% | +39.9% | +24.8% |
| 6M | +17.5% | +7.3% | +10.2% | +9.6% |
| YTD | +7.6% | +18.4% | -10.8% | -3.8% |
| 1Y | +7.7% | +18.1% | -10.4% | -4.9% |
| 3Y | +54.7% | -2.8% | +57.4% | +34.1% |
| 5Y | +73.0% | +5.5% | +67.6% | +36.3% |
| 10Y | +390.9% | +185.8% | +205.0% | +101.7% |
| All | +2,926.4% | +646.5% | +2,279.9% | +531.2% |
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