+67.8%
MCHP vs ACI
+25.9%
+41.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | -4.1% | +5.9% | -10.0% | -4.4% |
| 3M | -22.5% | -19.8% | -2.7% | -21.7% |
| 6M | +7.3% | -24.7% | +32.0% | +8.8% |
| YTD | +18.4% | -24.4% | +42.8% | +19.9% |
| 1Y | +18.1% | -31.5% | +49.6% | +20.6% |
| 3Y | -2.8% | -38.7% | +35.9% | -0.1% |
| 5Y | +5.5% | -42.8% | +48.3% | +7.4% |
| All | +67.8% | +25.9% | +41.9% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling