+668.8%
MCHP vs AG
+445.6%
+223.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.7% |
| 7D | +1.7% | +1.0% | +0.7% | +1.6% |
| 30D | -4.1% | +19.2% | -23.3% | -6.0% |
| 3M | -22.5% | +6.2% | -28.7% | -23.2% |
| 6M | +7.3% | -26.7% | +34.0% | +10.1% |
| YTD | +18.4% | +26.1% | -7.7% | +13.8% |
| 1Y | +18.1% | +131.7% | -113.5% | +5.5% |
| 3Y | -2.8% | +255.3% | -258.1% | -19.1% |
| 5Y | +5.5% | +61.9% | -56.4% | -7.6% |
| 10Y | +185.8% | +72.0% | +113.8% | +133.6% |
| All | +668.8% | +445.6% | +223.1% | +345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling