+17.1%
MCHP vs ADI
+54.8%
-37.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | -1.8% |
| 7D | 0.0% | +4.6% | -4.5% | -4.9% |
| 30D | -6.0% | -1.2% | -4.9% | -4.9% |
| 3M | -19.7% | -7.8% | -11.9% | -11.5% |
| 6M | +14.0% | +19.3% | -5.3% | -6.5% |
| YTD | +18.4% | +40.9% | -22.5% | -20.9% |
| 1Y | +17.1% | +54.5% | -37.4% | -29.2% |
| All | +17.1% | +54.8% | -37.7% | -29.2% |
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