-35.5%
MCHP vs ACI
-14.9%
-20.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.7% |
| 7D | +5.7% | +2.3% | +3.4% | +5.9% |
| 30D | -13.4% | +1.2% | -14.7% | -13.1% |
| 3M | -20.1% | +6.8% | -26.9% | -19.0% |
| 6M | -35.5% | -18.7% | -16.8% | -36.2% |
| All | -35.5% | -14.9% | -20.6% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling