+188.9%
MCHP vs APD
+168.7%
+20.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.6% |
| 7D | -2.1% | -3.5% | +1.4% | +0.2% |
| 30D | -11.1% | -5.1% | -6.1% | -8.1% |
| 3M | -18.1% | +6.9% | -24.9% | -22.4% |
| 6M | +10.8% | +8.1% | +2.7% | +3.6% |
| YTD | +14.2% | +21.2% | -7.0% | -1.9% |
| 1Y | +13.5% | +4.9% | +8.6% | +6.5% |
| 3Y | -2.0% | +6.3% | -8.3% | -10.9% |
| 5Y | +1.4% | +24.3% | -22.9% | -19.8% |
| All | +188.9% | +168.7% | +20.2% | +27.3% |
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