+35,221.4%
MCHP vs AA
+198.3%
+35,023.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| 6M | -35.5% | -41.6% | +6.1% | -23.8% |
| YTD | -1.6% | -24.6% | +23.1% | +4.8% |
| 1Y | +15.5% | +4.9% | +10.6% | +10.3% |
| 3Y | -13.2% | +66.8% | -80.0% | -31.6% |
| 5Y | -17.5% | -19.4% | +2.0% | -24.7% |
| 10Y | +136.0% | +43.1% | +92.9% | +46.6% |
| All | +35,221.4% | +198.3% | +35,023.1% | +14,718.8% |
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