-26.4%
ARM vs MCHP
-40.1%
+13.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -10.0% | +14.8% | +13.0% |
| 7D | -15.2% | -24.6% | +9.3% | +7.4% |
| 30D | -40.7% | -25.2% | -15.5% | -24.0% |
| 3M | -39.1% | -21.1% | -18.0% | -26.1% |
| 6M | -26.4% | -42.7% | +16.3% | +12.6% |
| All | -26.4% | -40.1% | +13.7% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling