+188.9%
MCHP vs ACM
+131.7%
+57.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -0.9% |
| 7D | -2.1% | -5.9% | +3.8% | +1.5% |
| 30D | -11.1% | -6.2% | -4.9% | -8.5% |
| 3M | -18.1% | -7.9% | -10.2% | -15.8% |
| 6M | +10.8% | -30.6% | +41.4% | +34.5% |
| YTD | +14.2% | -33.3% | +47.5% | +40.2% |
| 1Y | +13.5% | -49.2% | +62.7% | +64.7% |
| 3Y | -2.0% | -23.5% | +21.4% | +9.8% |
| 5Y | +1.4% | +0.9% | +0.4% | -3.1% |
| All | +188.9% | +131.7% | +57.2% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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