+136.3%
MCHP vs APD
+190.7%
-54.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.4% |
| 7D | -17.5% | -1.2% | -16.4% | -16.6% |
| 30D | -15.8% | +11.0% | -26.9% | -21.3% |
| 3M | -22.9% | +2.6% | -25.4% | -24.1% |
| 6M | -36.6% | +4.8% | -41.4% | -39.0% |
| YTD | -0.8% | +31.0% | -31.8% | -19.0% |
| 1Y | +16.5% | +23.4% | -6.9% | -1.5% |
| 3Y | -13.6% | +28.4% | -42.0% | -30.5% |
| 5Y | -17.0% | +15.2% | -32.2% | -29.7% |
| All | +136.3% | +190.7% | -54.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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