+42,373.8%
MCHP vs APD
+2,976.6%
+39,397.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | +1.7% | -2.2% | +3.9% | +2.8% |
| 30D | -4.1% | +2.1% | -6.2% | -5.1% |
| 3M | -22.5% | +7.2% | -29.7% | -25.6% |
| 6M | +7.3% | +11.2% | -4.0% | +0.9% |
| YTD | +18.4% | +24.4% | -6.0% | +5.0% |
| 1Y | +18.1% | +6.7% | +11.5% | +12.1% |
| 3Y | -2.8% | +9.2% | -12.0% | -9.9% |
| 5Y | +5.5% | +27.4% | -21.9% | -9.3% |
| 10Y | +185.8% | +164.8% | +21.0% | +78.2% |
| All | +42,373.8% | +2,976.6% | +39,397.2% | +10,706.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling