+6.0%
MCHP vs APH
+350.9%
-344.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.8% |
| 7D | +1.7% | +5.0% | -3.3% | -2.1% |
| 30D | -4.1% | -3.9% | -0.2% | -1.7% |
| 3M | -22.5% | +13.0% | -35.5% | -29.5% |
| 6M | +7.3% | +25.2% | -17.9% | -10.9% |
| YTD | +18.4% | +22.9% | -4.6% | -7.5% |
| 1Y | +18.1% | +47.8% | -29.7% | -25.0% |
| 3Y | -2.8% | +283.0% | -285.8% | -80.0% |
| All | +6.0% | +350.9% | -344.9% | -82.0% |
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