+134.5%
MCHP vs APA
+8.7%
+125.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -1.0% |
| 7D | +5.7% | +8.5% | -2.8% | +3.6% |
| 30D | -13.4% | +2.8% | -16.2% | -14.2% |
| 3M | -20.1% | +21.7% | -41.8% | -24.3% |
| 6M | -35.5% | +32.6% | -68.1% | -40.8% |
| YTD | -1.6% | +103.7% | -105.3% | -20.4% |
| 1Y | +15.5% | +101.8% | -86.3% | -6.4% |
| 3Y | -13.2% | +48.1% | -61.2% | -26.8% |
| 5Y | -17.5% | +91.9% | -109.4% | -37.1% |
| All | +134.5% | +8.7% | +125.8% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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