+933.3%
APP vs MCHP
-12.5%
+945.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.4% | -0.6% | +3.4% |
| 7D | +79.2% | -19.2% | +98.4% | +86.8% |
| 30D | +48.0% | -18.6% | +66.6% | +54.1% |
| 3M | +18.2% | -27.0% | +45.2% | +27.2% |
| 6M | -12.5% | -37.3% | +24.8% | -2.0% |
| YTD | -39.2% | -1.8% | -37.3% | -43.5% |
| 1Y | -33.9% | +12.1% | -46.0% | -42.0% |
| 3Y | +933.3% | -10.0% | +943.3% | +668.0% |
| All | +933.3% | -12.5% | +945.7% | +668.0% |
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 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