+311.3%
ARM vs MCHP
-0.8%
+312.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.5% |
| 7D | +11.4% | +2.8% | +8.6% | +9.3% |
| 30D | -7.4% | -12.8% | +5.4% | +1.8% |
| 3M | -24.5% | -19.2% | -5.3% | -12.5% |
| 6M | +128.7% | +14.5% | +114.1% | +110.0% |
| YTD | +139.3% | +17.1% | +122.1% | +111.2% |
| 1Y | +88.0% | +15.3% | +72.6% | +66.4% |
| All | +311.3% | -0.8% | +312.1% | +317.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling