+4.4%
MCHP vs AG
+69.4%
-65.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -9.8% | +12.5% | -22.2% | -12.2% |
| 3M | -19.7% | +28.2% | -47.9% | -24.0% |
| 6M | +13.6% | -18.8% | +32.4% | +16.2% |
| YTD | +16.5% | +27.4% | -10.9% | +7.4% |
| 1Y | +15.7% | +132.2% | -116.5% | -7.2% |
| 3Y | 0.0% | +286.9% | -286.9% | -32.0% |
| 5Y | +4.4% | +72.8% | -68.4% | -19.9% |
| All | +4.4% | +69.4% | -65.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling