+975.7%
MCHP vs AGG
+96.1%
+879.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | -11.1% | -1.0% | -10.2% | -11.1% |
| 3M | -18.1% | -1.3% | -16.8% | -18.1% |
| 6M | +10.8% | -2.1% | +12.9% | +10.6% |
| YTD | +14.2% | -1.2% | +15.5% | +14.2% |
| 1Y | +13.5% | -0.5% | +13.9% | +13.5% |
| 3Y | -2.0% | +12.4% | -14.4% | -0.8% |
| 5Y | +1.4% | -2.4% | +3.8% | -3.8% |
| 10Y | +195.5% | +14.3% | +181.2% | +211.9% |
| All | +975.7% | +96.1% | +879.6% | +1,516.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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