+1.4%
MCHP vs ACN
-43.7%
+45.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.5% |
| 7D | -2.1% | -7.9% | +5.8% | +1.6% |
| 30D | -11.1% | -1.1% | -10.1% | -11.1% |
| 3M | -18.1% | +5.6% | -23.7% | -22.6% |
| 6M | +10.8% | -9.9% | +20.7% | +13.1% |
| YTD | +14.2% | -32.3% | +46.6% | +42.7% |
| 1Y | +13.5% | -25.3% | +38.8% | +30.1% |
| 3Y | -2.0% | -42.3% | +40.3% | +35.9% |
| 5Y | +1.4% | -43.5% | +44.9% | +35.9% |
| All | +1.4% | -43.7% | +45.1% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling