+42,373.8%
MCHP vs AA
+274.1%
+42,099.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.6% | +2.1% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -4.1% | +5.0% | -9.1% | -5.7% |
| 3M | -22.5% | -35.8% | +13.3% | -11.0% |
| 6M | +7.3% | -18.4% | +25.7% | +12.5% |
| YTD | +18.4% | -5.5% | +23.9% | +17.2% |
| 1Y | +18.1% | +61.0% | -42.8% | -2.6% |
| 3Y | -2.8% | +66.2% | -69.0% | -23.9% |
| 5Y | +5.5% | +11.4% | -5.9% | -14.4% |
| 10Y | +185.8% | +116.9% | +68.9% | +54.8% |
| All | +42,373.8% | +274.1% | +42,099.7% | +16,475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling