+0.5%
MCHP vs APD
+10.0%
-9.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | +2.8% | -2.5% | +5.3% | +3.9% |
| 30D | -12.8% | -1.9% | -10.9% | -12.2% |
| 3M | -19.2% | +8.2% | -27.4% | -22.6% |
| 6M | +14.5% | +10.7% | +3.8% | +8.1% |
| YTD | +17.1% | +22.9% | -5.8% | +4.3% |
| 1Y | +15.3% | +5.8% | +9.5% | +11.2% |
| 3Y | +0.5% | +7.8% | -7.3% | -4.1% |
| All | +0.5% | +10.0% | -9.5% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling