+539.3%
MCHP vs AG
+255.2%
+284.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | +5.7% | -10.0% | +15.7% | +7.0% |
| 30D | -13.4% | -10.5% | -2.9% | -12.4% |
| 3M | -20.1% | -27.3% | +7.1% | -17.4% |
| 6M | -35.5% | -43.0% | +7.5% | -31.7% |
| YTD | -1.6% | -17.9% | +16.4% | -0.8% |
| 1Y | +15.5% | +11.9% | +3.6% | +12.3% |
| 3Y | -13.2% | +201.8% | -215.0% | -25.8% |
| 5Y | -17.5% | -0.1% | -17.4% | -23.8% |
| 10Y | +136.0% | +72.7% | +63.2% | +96.4% |
| All | +539.3% | +255.2% | +284.1% | +288.7% |
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