+15.5%
MCHP vs AA
-0.3%
+15.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.1% |
| 7D | +5.7% | +0.5% | +5.2% | +5.6% |
| 30D | -13.4% | -0.6% | -12.8% | -13.2% |
| 3M | -20.1% | -19.7% | -0.5% | -14.8% |
| 6M | -35.5% | -41.6% | +6.1% | -25.6% |
| YTD | -1.6% | -24.6% | +23.1% | +0.8% |
| 1Y | +15.5% | +4.9% | +10.6% | -4.2% |
| All | +15.5% | -0.3% | +15.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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