+3,619.2%
MCHP vs ACGL
+4,429.2%
-810.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +2.0% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -4.1% | -1.0% | -3.1% | -3.9% |
| 3M | -22.5% | +11.0% | -33.6% | -25.7% |
| 6M | +7.3% | -0.3% | +7.6% | +6.2% |
| YTD | +18.4% | +2.3% | +16.1% | +16.1% |
| 1Y | +18.1% | +6.4% | +11.8% | +14.1% |
| 3Y | -2.8% | +34.0% | -36.8% | -14.2% |
| 5Y | +5.5% | +161.6% | -156.2% | -25.3% |
| 10Y | +185.8% | +278.6% | -92.8% | +82.0% |
| All | +3,619.2% | +4,429.2% | -810.0% | +1,454.3% |
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 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