+87.7%
ARM vs MCHP
+14.8%
+72.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | +12.5% | +0.3% | +12.2% | +12.2% |
| 30D | -1.4% | -9.8% | +8.4% | +5.4% |
| 3M | -18.7% | -19.7% | +1.0% | -6.0% |
| 6M | +124.6% | +13.6% | +111.1% | +119.6% |
| YTD | +141.7% | +16.5% | +125.2% | +125.5% |
| 1Y | +87.7% | +15.7% | +72.0% | +83.3% |
| All | +87.7% | +14.8% | +72.9% | +83.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling