+268.6%
ARM vs MCHP
-13.2%
+281.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.2% |
| 7D | +9.1% | +5.7% | +3.4% | +5.2% |
| 30D | -19.9% | -13.4% | -6.5% | -11.5% |
| 3M | -31.6% | -20.1% | -11.5% | -19.3% |
| 6M | -13.9% | -35.5% | +21.6% | +17.1% |
| YTD | +74.3% | -1.6% | +75.9% | +75.7% |
| 1Y | +35.8% | +15.5% | +20.3% | +21.2% |
| 3Y | +268.6% | -13.2% | +281.8% | +336.4% |
| All | +268.6% | -13.2% | +281.8% | +336.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling