+18.1%
MCHP vs ADI
+50.9%
-32.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | -0.4% |
| 7D | +1.7% | +0.4% | +1.3% | +1.2% |
| 30D | -4.1% | -3.8% | -0.3% | +0.6% |
| 3M | -22.5% | -15.3% | -7.3% | -6.3% |
| 6M | +7.3% | +6.7% | +0.6% | 0.0% |
| YTD | +18.4% | +34.8% | -16.4% | -16.7% |
| 1Y | +18.1% | +49.0% | -30.9% | -25.7% |
| All | +18.1% | +50.9% | -32.8% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling