+542.5%
MCHP vs ACM
+230.8%
+311.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +1.7% | -3.7% | +5.4% | +3.4% |
| 30D | -4.1% | -11.1% | +7.0% | +0.4% |
| 3M | -22.5% | -8.0% | -14.5% | -20.6% |
| 6M | +7.3% | -29.7% | +36.9% | +23.3% |
| YTD | +18.4% | -29.4% | +47.8% | +34.7% |
| 1Y | +18.1% | -46.4% | +64.6% | +51.9% |
| 3Y | -2.8% | -22.3% | +19.6% | +6.4% |
| 5Y | +5.5% | +4.5% | +1.0% | +2.5% |
| 10Y | +185.8% | +127.6% | +58.2% | +98.7% |
| All | +542.5% | +230.8% | +311.7% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling