+39.6%
MCHP vs ACI
+32.8%
+6.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | +5.7% | +2.3% | +3.4% | +5.6% |
| 30D | -13.4% | +1.2% | -14.7% | -13.5% |
| 3M | -20.1% | +6.8% | -26.9% | -20.4% |
| 6M | -35.5% | -18.7% | -16.8% | -34.8% |
| YTD | -1.6% | -20.2% | +18.7% | -0.5% |
| 1Y | +15.5% | -23.7% | +39.2% | +17.1% |
| 3Y | -13.2% | -31.6% | +18.5% | -11.4% |
| 5Y | -17.5% | -42.8% | +25.3% | -16.0% |
| All | +39.6% | +32.8% | +6.7% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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