+914.8%
MCHP vs ACN
+2,341.7%
-1,426.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.8% |
| 7D | +5.7% | -3.8% | +9.5% | +7.6% |
| 30D | -13.4% | +16.5% | -30.0% | -20.8% |
| 3M | -20.1% | +41.5% | -61.6% | -35.5% |
| 6M | -35.5% | +60.1% | -95.6% | -53.9% |
| YTD | -1.6% | -3.9% | +2.4% | -8.8% |
| 1Y | +15.5% | +4.1% | +11.4% | +2.2% |
| 3Y | -13.2% | -15.9% | +2.7% | -13.5% |
| 5Y | -17.5% | -26.3% | +8.9% | -10.9% |
| 10Y | +136.0% | +148.2% | -12.3% | +41.1% |
| All | +914.8% | +2,341.7% | -1,426.8% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling