+528.8%
APP vs MCHP
-13.1%
+541.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.4% | -0.6% | +2.4% |
| 7D | +79.2% | -19.2% | +98.4% | +91.6% |
| 30D | +48.0% | -18.6% | +66.6% | +57.8% |
| 3M | +18.2% | -27.0% | +45.2% | +32.1% |
| 6M | -12.5% | -37.3% | +24.8% | +3.6% |
| YTD | -39.2% | -1.8% | -37.3% | -45.4% |
| 1Y | -33.9% | +12.1% | -46.0% | -45.3% |
| 3Y | +933.3% | -10.0% | +943.3% | +752.1% |
| 5Y | +295.9% | -17.3% | +313.2% | +233.6% |
| All | +528.8% | -13.1% | +541.9% | +405.4% |
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