+136.1%
MCHP vs ACWI
+225.4%
-89.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.9% |
| 7D | -4.3% | +2.7% | -7.0% | -8.6% |
| 30D | -16.3% | -2.6% | -13.7% | -11.5% |
| 3M | -21.4% | -3.2% | -18.2% | -15.9% |
| 6M | -35.8% | +1.9% | -37.6% | -36.0% |
| YTD | -0.9% | +11.3% | -12.3% | -15.7% |
| 1Y | +14.5% | +11.7% | +2.9% | -2.9% |
| 3Y | -13.7% | +74.4% | -88.1% | -63.8% |
| 5Y | -16.9% | +59.5% | -76.4% | -57.8% |
| All | +136.1% | +225.4% | -89.3% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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