-22.7%
MCHP vs APH
+280.5%
-303.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +4.1% | -14.1% | -13.0% |
| 7D | -24.6% | -5.9% | -18.6% | -21.2% |
| 30D | -25.2% | -14.8% | -10.4% | -16.3% |
| 3M | -21.1% | -12.4% | -8.6% | -13.9% |
| 6M | -42.7% | +8.1% | -50.7% | -46.7% |
| YTD | -6.9% | +10.9% | -17.8% | -21.8% |
| 1Y | +0.9% | +8.8% | -7.9% | -14.8% |
| 3Y | -16.2% | +262.1% | -278.3% | -82.5% |
| All | -22.7% | +280.5% | -303.2% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling