+506.6%
APP vs MCHP
-14.8%
+521.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.7% |
| 7D | +61.1% | -22.6% | +83.7% | +75.7% |
| 30D | +42.8% | -20.1% | +62.9% | +53.5% |
| 3M | +16.7% | -25.4% | +42.1% | +28.9% |
| 6M | -15.6% | -38.4% | +22.9% | +0.8% |
| YTD | -41.3% | -3.7% | -37.6% | -46.8% |
| 1Y | -39.3% | +11.7% | -51.0% | -49.7% |
| 3Y | +803.2% | -16.1% | +819.3% | +680.7% |
| 5Y | +313.2% | -16.9% | +330.0% | +247.6% |
| All | +506.6% | -14.8% | +521.4% | +391.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling