+0.7%
MCHP vs AON
-7.5%
+8.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.3% | +3.5% |
| 7D | 0.0% | -6.3% | +6.4% | -0.4% |
| 30D | -6.0% | -14.1% | +8.1% | -6.9% |
| 3M | -19.7% | -9.5% | -10.2% | -20.4% |
| 6M | +14.0% | -4.0% | +18.0% | +12.1% |
| YTD | +18.4% | -13.8% | +32.2% | +18.4% |
| 1Y | +17.1% | -18.3% | +35.4% | +18.5% |
| 3Y | +0.7% | -7.2% | +7.9% | +0.7% |
| All | +0.7% | -7.5% | +8.2% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 3y: compounded portfolio wealth divided by compounded AON 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…
3y analysis · Full analysis span regression · 6 months rolling