+1,120.3%
MCHP vs ACN
+1,705.6%
-585.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.8% | +3.2% |
| 7D | +1.7% | -1.5% | +3.2% | +2.4% |
| 30D | -4.1% | +9.4% | -13.4% | -8.8% |
| 3M | -22.5% | +5.6% | -28.2% | -28.2% |
| 6M | +7.3% | -9.3% | +16.5% | +5.4% |
| YTD | +18.4% | -29.0% | +47.4% | +31.9% |
| 1Y | +18.1% | -24.7% | +42.8% | +27.1% |
| 3Y | -2.8% | -39.8% | +37.0% | +18.6% |
| 5Y | +5.5% | -40.9% | +46.4% | +31.3% |
| 10Y | +185.8% | +91.1% | +94.7% | +101.5% |
| All | +1,120.3% | +1,705.6% | -585.3% | +143.5% |
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