-55.4%
APP vs MCHP
+25.9%
-81.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.3% | +14.0% | +11.4% |
| 7D | +4.5% | -5.4% | +9.9% | +5.9% |
| 30D | -3.6% | -7.5% | +3.9% | -2.1% |
| 3M | -35.3% | -6.0% | -29.2% | -34.6% |
| 6M | -42.8% | -20.1% | -22.7% | -41.3% |
| YTD | -59.7% | +20.2% | -79.9% | -62.3% |
| 1Y | -55.4% | +29.9% | -85.3% | -59.3% |
| All | -55.4% | +25.9% | -81.3% | -59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling