+42,373.9%
MCHP vs APH
+72,198.9%
-29,825.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -47.8% | +48.8% | +24.6% |
| 7D | -1.7% | -48.7% | +47.0% | +22.4% |
| 30D | -4.1% | -51.9% | +47.9% | +23.4% |
| 3M | -22.5% | -43.6% | +21.0% | -8.2% |
| 6M | +7.3% | -37.5% | +44.8% | +19.7% |
| YTD | +18.4% | -38.6% | +57.0% | +29.2% |
| 1Y | +18.1% | -26.3% | +44.5% | +15.9% |
| 3Y | -2.8% | +89.2% | -92.0% | -41.5% |
| 5Y | +5.5% | +119.8% | -114.3% | -39.6% |
| 10Y | +185.8% | +454.3% | -268.4% | +12.6% |
| All | +42,373.9% | +72,198.9% | -29,825.0% | +4,585.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling