+17.1%
MCHP vs AG
+110.7%
-93.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +4.2% |
| 7D | 0.0% | -6.7% | +6.8% | +1.4% |
| 30D | -6.0% | +2.2% | -8.2% | -6.7% |
| 3M | -19.7% | +15.7% | -35.4% | -22.3% |
| 6M | +14.0% | -23.8% | +37.8% | +15.6% |
| YTD | +18.4% | +17.6% | +0.8% | +12.8% |
| 1Y | +17.1% | +88.6% | -71.5% | +8.5% |
| All | +17.1% | +110.7% | -93.6% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling