+527.5%
APP vs MCHP
-12.8%
+540.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.6% | +4.2% |
| 7D | +4.6% | +5.7% | -1.1% | +2.1% |
| 30D | +56.0% | -13.4% | +69.5% | +61.4% |
| 3M | +30.8% | -20.1% | +51.0% | +39.8% |
| 6M | -9.8% | -35.5% | +25.7% | +5.3% |
| YTD | -39.3% | -1.6% | -37.7% | -45.6% |
| 1Y | -26.4% | +15.5% | -41.9% | -40.1% |
| 3Y | +887.9% | -13.2% | +901.1% | +737.0% |
| 5Y | +264.1% | -17.5% | +281.6% | +207.1% |
| All | +527.5% | -12.8% | +540.3% | +403.7% |
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