+193.0%
ARM vs MCHP
-16.9%
+209.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.4% | +1.3% | +2.9% |
| 7D | -5.3% | -19.2% | +13.9% | +9.6% |
| 30D | -30.0% | -18.6% | -11.4% | -19.1% |
| 3M | -34.1% | -26.9% | -7.1% | -17.4% |
| 6M | -12.6% | -37.2% | +24.6% | +21.0% |
| YTD | +70.4% | -1.8% | +72.3% | +71.4% |
| 1Y | +22.3% | +12.1% | +10.1% | +10.8% |
| 3Y | +261.2% | -10.0% | +271.2% | +281.7% |
| All | +193.0% | -16.9% | +209.8% | +239.1% |
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