+677.1%
MCHP vs ACWI
+356.8%
+320.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | +1.7% | +0.5% | +1.2% | +1.1% |
| 30D | -4.1% | +0.9% | -4.9% | -5.0% |
| 3M | -22.5% | +2.4% | -24.9% | -23.7% |
| 6M | +7.3% | +12.4% | -5.1% | -5.3% |
| YTD | +18.4% | +15.2% | +3.2% | +1.4% |
| 1Y | +18.1% | +22.7% | -4.6% | -5.9% |
| 3Y | -2.8% | +75.8% | -78.6% | -46.2% |
| 5Y | +5.5% | +67.7% | -62.2% | -35.8% |
| 10Y | +185.8% | +229.0% | -43.2% | -1.8% |
| All | +677.1% | +356.8% | +320.2% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling