+29.9%
MCHP vs AR
+14.7%
+15.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -4.6% |
| 7D | -5.4% | -11.1% | +5.7% | -7.7% |
| 30D | -7.5% | +7.9% | -15.4% | -5.5% |
| 3M | -6.0% | +4.9% | -10.9% | -4.0% |
| 6M | -20.1% | -5.3% | -14.8% | -19.0% |
| YTD | +20.2% | +8.6% | +11.6% | +22.3% |
| 1Y | +29.9% | +13.7% | +16.3% | +29.9% |
| All | +29.9% | +14.7% | +15.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling