-22.7%
MCHP vs ACWI
+54.8%
-77.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | 0.0% | -10.0% | -9.9% |
| 7D | -24.6% | -2.4% | -22.2% | -20.5% |
| 30D | -25.2% | -5.2% | -20.0% | -16.3% |
| 3M | -21.1% | -4.8% | -16.2% | -12.1% |
| 6M | -42.7% | -1.3% | -41.4% | -39.4% |
| YTD | -6.9% | +8.4% | -15.3% | -17.8% |
| 1Y | +0.9% | +11.0% | -10.1% | -14.9% |
| 3Y | -16.2% | +70.6% | -86.8% | -65.5% |
| All | -22.7% | +54.8% | -77.5% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling