+434.3%
MCHP vs ACM
+252.1%
+182.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +5.7% | +5.6% | +0.1% | +3.2% |
| 30D | -13.4% | +20.8% | -34.3% | -20.4% |
| 3M | -20.1% | +11.4% | -31.5% | -24.2% |
| 6M | -35.5% | +0.9% | -36.5% | -36.8% |
| YTD | -1.6% | -24.8% | +23.3% | +8.8% |
| 1Y | +15.5% | -46.4% | +61.9% | +48.4% |
| 3Y | -13.2% | -9.2% | -3.9% | -11.3% |
| 5Y | -17.5% | +5.0% | -22.4% | -20.1% |
| 10Y | +136.0% | +130.6% | +5.4% | +62.8% |
| All | +434.3% | +252.1% | +182.2% | +181.7% |
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