-16.2%
MCHP vs ACGL
+31.5%
-47.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -3.0% | -7.0% | -10.0% |
| 7D | -24.6% | +0.9% | -25.4% | -24.5% |
| 30D | -25.2% | +13.7% | -38.9% | -25.3% |
| 3M | -21.1% | +8.0% | -29.1% | -21.0% |
| 6M | -42.7% | +13.3% | -56.0% | -43.1% |
| YTD | -6.9% | +11.8% | -18.7% | -7.3% |
| 1Y | +0.9% | +22.2% | -21.4% | -1.4% |
| 3Y | -16.2% | +32.5% | -48.7% | -12.3% |
| All | -16.2% | +31.5% | -47.7% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling