+296.4%
ARM vs MCHP
+0.3%
+296.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +2.9% |
| 7D | +5.5% | +1.7% | +3.8% | +4.3% |
| 30D | -8.2% | -4.1% | -4.1% | -6.7% |
| 3M | -35.9% | -22.5% | -13.4% | -23.3% |
| 6M | +103.1% | +7.3% | +95.8% | +94.8% |
| YTD | +130.6% | +18.4% | +112.2% | +102.2% |
| 1Y | +86.1% | +18.1% | +67.9% | +62.0% |
| All | +296.4% | +0.3% | +296.2% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling