+6.1%
MCHP vs APD
+26.2%
-20.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.4% |
| 7D | +2.8% | -2.5% | +5.3% | +4.2% |
| 30D | -12.8% | -1.9% | -10.9% | -12.0% |
| 3M | -19.2% | +8.2% | -27.4% | -23.4% |
| 6M | +14.5% | +10.7% | +3.8% | +6.7% |
| YTD | +17.1% | +22.9% | -5.8% | +1.9% |
| 1Y | +15.3% | +5.8% | +9.5% | +9.4% |
| 3Y | +0.5% | +7.8% | -7.3% | -6.2% |
| 5Y | +6.1% | +26.1% | -20.0% | -17.7% |
| All | +6.1% | +26.2% | -20.1% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling