+367.9%
APP vs MCHP
+3.2%
+364.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | -10.0% | -9.8% | -0.3% | -5.4% |
| 3M | -41.4% | -19.7% | -21.7% | -35.5% |
| 6M | -41.0% | +13.6% | -54.6% | -47.3% |
| YTD | -54.7% | +16.5% | -71.3% | -61.0% |
| 1Y | -45.3% | +15.7% | -61.0% | -53.4% |
| 3Y | +624.3% | 0.0% | +624.3% | +503.1% |
| 5Y | +329.1% | +4.4% | +324.7% | +238.0% |
| All | +367.9% | +3.2% | +364.7% | +261.0% |
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