+188.9%
MCHP vs AG
+73.4%
+115.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.2% |
| 7D | -2.1% | -5.8% | +3.7% | -1.2% |
| 30D | -11.1% | +6.4% | -17.5% | -12.2% |
| 3M | -18.1% | +28.4% | -46.5% | -21.4% |
| 6M | +10.8% | -24.5% | +35.2% | +14.2% |
| YTD | +14.2% | +21.2% | -6.9% | +8.6% |
| 1Y | +13.5% | +114.1% | -100.6% | -2.1% |
| 3Y | -2.0% | +268.0% | -270.0% | -24.8% |
| 5Y | +1.4% | +67.3% | -65.9% | -16.8% |
| All | +188.9% | +73.4% | +115.4% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling