+199.5%
MCHP vs AIG
+66.2%
+133.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | 0.0% | -1.2% | +1.2% | +0.6% |
| 30D | -6.0% | -1.1% | -5.0% | -5.6% |
| 3M | -19.7% | +0.7% | -20.4% | -20.6% |
| 6M | +14.0% | -2.2% | +16.2% | +13.9% |
| YTD | +18.4% | -10.8% | +29.3% | +23.0% |
| 1Y | +17.1% | -2.0% | +19.1% | +15.1% |
| 3Y | +0.7% | +34.8% | -34.1% | -15.7% |
| 5Y | +5.1% | +55.0% | -49.9% | -19.3% |
| All | +199.5% | +66.2% | +133.3% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling