+201.4%
MCHP vs ACGL
+270.1%
-68.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +0.3% | -2.1% | +2.5% | +1.3% |
| 30D | -9.8% | -2.2% | -7.6% | -9.0% |
| 3M | -19.7% | +6.3% | -26.0% | -23.1% |
| 6M | +13.6% | +0.5% | +13.0% | +11.1% |
| YTD | +16.5% | +0.2% | +16.3% | +14.0% |
| 1Y | +15.7% | +7.3% | +8.4% | +8.7% |
| 3Y | 0.0% | +30.8% | -30.9% | -19.0% |
| 5Y | +4.4% | +155.8% | -151.4% | -45.2% |
| 10Y | +201.4% | +276.3% | -74.9% | +31.2% |
| All | +201.4% | +270.1% | -68.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling