+467.8%
MCHP vs APO
+1,753.5%
-1,285.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.7% |
| 7D | +1.7% | -1.0% | +2.7% | +2.2% |
| 30D | -4.1% | +3.5% | -7.5% | -6.0% |
| 3M | -22.5% | +4.5% | -27.1% | -24.5% |
| 6M | +7.3% | +22.8% | -15.5% | -3.5% |
| YTD | +18.4% | -6.5% | +24.9% | +19.4% |
| 1Y | +18.1% | +0.8% | +17.3% | +14.2% |
| 3Y | -2.8% | +62.0% | -64.7% | -24.4% |
| 5Y | +5.5% | +138.2% | -132.8% | -31.5% |
| 10Y | +185.8% | +940.3% | -754.5% | +11.8% |
| All | +467.8% | +1,753.5% | -1,285.7% | +85.9% |
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