+199.5%
MCHP vs ACN
+97.5%
+101.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +1.6% |
| 7D | 0.0% | -1.5% | +1.6% | +0.9% |
| 30D | -6.0% | +2.1% | -8.1% | -7.9% |
| 3M | -19.7% | +11.1% | -30.8% | -29.1% |
| 6M | +14.0% | -6.8% | +20.9% | +10.9% |
| YTD | +18.4% | -30.0% | +48.5% | +42.2% |
| 1Y | +17.1% | -23.1% | +40.2% | +29.3% |
| 3Y | +0.7% | -40.4% | +41.1% | +35.0% |
| 5Y | +5.1% | -41.6% | +46.7% | +42.2% |
| All | +199.5% | +97.5% | +101.9% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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