+41,709.6%
MCHP vs AON
+3,317.0%
+38,392.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.7% |
| 7D | +0.3% | -7.9% | +8.3% | +3.1% |
| 30D | -9.8% | -14.6% | +4.9% | -5.2% |
| 3M | -19.7% | -7.9% | -11.8% | -18.7% |
| 6M | +13.6% | -8.0% | +21.6% | +14.4% |
| YTD | +16.5% | -13.2% | +29.8% | +19.2% |
| 1Y | +15.7% | -16.4% | +32.1% | +19.6% |
| 3Y | 0.0% | -6.7% | +6.6% | -2.1% |
| 5Y | +4.4% | +8.0% | -3.6% | -3.1% |
| 10Y | +201.4% | +205.6% | -4.2% | +99.7% |
| All | +41,709.6% | +3,317.0% | +38,392.5% | +13,394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling