+201.4%
MCHP vs AR
+43.0%
+158.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | -9.8% | +5.5% | -15.3% | -10.6% |
| 3M | -19.7% | +12.9% | -32.6% | -21.6% |
| 6M | +13.6% | +0.1% | +13.5% | +12.5% |
| YTD | +16.5% | +13.5% | +3.0% | +12.5% |
| 1Y | +15.7% | +21.6% | -5.9% | +10.2% |
| 3Y | 0.0% | +46.0% | -46.0% | -8.1% |
| 5Y | +4.4% | +143.7% | -139.3% | -12.7% |
| 10Y | +201.4% | +44.3% | +157.1% | +126.6% |
| All | +201.4% | +43.0% | +158.4% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling