+640.8%
APP vs MCHP
+0.1%
+640.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | +0.1% | +2.8% | -2.7% | -0.9% |
| 30D | -10.0% | -12.8% | +2.8% | -5.6% |
| 3M | -44.6% | -19.2% | -25.4% | -40.8% |
| 6M | -37.9% | +14.5% | -52.4% | -42.7% |
| YTD | -53.7% | +17.1% | -70.8% | -58.3% |
| 1Y | -43.0% | +15.3% | -58.3% | -48.8% |
| 3Y | +640.8% | +0.5% | +640.3% | +504.8% |
| All | +640.8% | +0.1% | +640.7% | +504.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling