+4.4%
MCHP vs ACM
+2.7%
+1.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +1.5% |
| 7D | +0.3% | -3.7% | +4.0% | +2.7% |
| 30D | -9.8% | -12.7% | +2.9% | -2.6% |
| 3M | -19.7% | -9.8% | -9.9% | -16.0% |
| 6M | +13.6% | -31.4% | +45.0% | +43.7% |
| YTD | +16.5% | -32.1% | +48.6% | +45.6% |
| 1Y | +15.7% | -47.8% | +63.5% | +77.7% |
| 3Y | 0.0% | -22.1% | +22.0% | +7.4% |
| 5Y | +4.4% | +1.8% | +2.6% | -8.1% |
| All | +4.4% | +2.7% | +1.7% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling