+134.5%
MCHP vs APH
+926.5%
-791.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.9% |
| 7D | +5.7% | +4.9% | +0.8% | +1.2% |
| 30D | -13.4% | -5.4% | -8.0% | -9.9% |
| 3M | -20.1% | -5.5% | -14.7% | -17.5% |
| 6M | -35.5% | +25.9% | -61.4% | -49.0% |
| YTD | -1.6% | +16.4% | -17.9% | -24.0% |
| 1Y | +15.5% | +16.5% | -1.0% | -11.9% |
| 3Y | -13.2% | +270.9% | -284.0% | -83.0% |
| 5Y | -17.5% | +289.5% | -307.0% | -84.5% |
| All | +134.5% | +926.5% | -791.9% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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