+4.4%
MCHP vs AA
+15.6%
-11.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.1% |
| 7D | +0.3% | -0.6% | +1.0% | +0.5% |
| 30D | -9.8% | -1.6% | -8.2% | -9.6% |
| 3M | -19.7% | -29.8% | +10.1% | -10.6% |
| 6M | +13.6% | -16.6% | +30.2% | +18.1% |
| YTD | +16.5% | -4.0% | +20.6% | +14.5% |
| 1Y | +15.7% | +63.5% | -47.8% | -6.0% |
| 3Y | 0.0% | +86.8% | -86.8% | -25.3% |
| 5Y | +4.4% | +12.4% | -8.0% | -15.0% |
| All | +4.4% | +15.6% | -11.2% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling