-17.3%
MCHP vs AG
0.0%
-17.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | +5.7% | -10.0% | +15.7% | +8.0% |
| 30D | -13.4% | -10.5% | -2.9% | -11.5% |
| 3M | -20.1% | -27.3% | +7.1% | -15.2% |
| 6M | -35.5% | -43.0% | +7.5% | -28.6% |
| YTD | -1.6% | -17.9% | +16.4% | -0.9% |
| 1Y | +15.5% | +11.9% | +3.6% | +8.8% |
| 3Y | -13.2% | +201.8% | -215.0% | -37.2% |
| All | -17.3% | 0.0% | -17.3% | -25.9% |
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