+391.7%
APP vs MCHP
+4.8%
+386.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.5% |
| 7D | +0.9% | +1.7% | -0.8% | 0.0% |
| 30D | -23.3% | -4.1% | -19.2% | -21.8% |
| 3M | -42.6% | -22.5% | -20.1% | -35.9% |
| 6M | -33.6% | +7.3% | -40.9% | -38.9% |
| YTD | -52.4% | +18.4% | -70.8% | -59.3% |
| 1Y | -35.9% | +18.1% | -54.0% | -46.1% |
| 3Y | +642.2% | -2.8% | +645.0% | +534.2% |
| 5Y | +311.1% | +5.5% | +305.6% | +221.9% |
| All | +391.7% | +4.8% | +386.9% | +276.3% |
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