+2,925.2%
MCHP vs ACGL
+4,938.9%
-2,013.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | -22.6% | +1.3% | -23.8% | -22.8% |
| 30D | -20.1% | +14.2% | -34.3% | -23.4% |
| 3M | -25.4% | +11.1% | -36.5% | -28.0% |
| 6M | -38.4% | +16.4% | -54.8% | -41.9% |
| YTD | -3.7% | +13.8% | -17.5% | -8.7% |
| 1Y | +11.7% | +21.6% | -9.8% | +3.7% |
| 3Y | -16.1% | +33.5% | -49.6% | -25.7% |
| 5Y | -16.9% | +174.8% | -191.7% | -42.1% |
| 10Y | +133.4% | +330.4% | -196.9% | +43.0% |
| All | +2,925.2% | +4,938.9% | -2,013.7% | +1,121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling