-17.3%
MCHP vs ADI
+133.0%
-150.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | +2.5% |
| 7D | +5.7% | +9.5% | -3.8% | -5.1% |
| 30D | -13.4% | -1.4% | -12.0% | -12.4% |
| 3M | -20.1% | +4.7% | -24.9% | -24.7% |
| 6M | -35.5% | -7.4% | -28.1% | -29.5% |
| YTD | -1.6% | +48.1% | -49.6% | -37.6% |
| 1Y | +15.5% | +69.6% | -54.2% | -37.5% |
| 3Y | -13.2% | +144.4% | -157.5% | -68.5% |
| All | -17.3% | +133.0% | -150.3% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling