+372.2%
MCHP vs APO
+1,612.1%
-1,239.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -1.4% |
| 7D | +5.7% | +5.8% | 0.0% | +3.1% |
| 30D | -13.4% | +8.9% | -22.3% | -16.9% |
| 3M | -20.1% | -13.6% | -6.5% | -15.2% |
| 6M | -35.5% | -5.4% | -30.1% | -34.6% |
| YTD | -1.6% | -13.6% | +12.1% | +2.5% |
| 1Y | +15.5% | -2.5% | +18.0% | +13.8% |
| 3Y | -13.2% | +50.9% | -64.0% | -30.3% |
| 5Y | -17.5% | +81.4% | -98.9% | -40.2% |
| 10Y | +136.0% | +843.9% | -708.0% | -4.1% |
| All | +372.2% | +1,612.1% | -1,239.8% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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