-35.5%
MCHP vs ACN
+52.5%
-88.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.6% |
| 7D | +5.7% | -3.8% | +9.5% | +4.5% |
| 30D | -13.4% | +16.5% | -30.0% | -8.8% |
| 3M | -20.1% | +41.5% | -61.6% | -9.6% |
| 6M | -35.5% | +60.1% | -95.6% | -18.3% |
| All | -35.5% | +52.5% | -88.1% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling