+4.4%
MCHP vs AR
+148.2%
-143.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.3% | -1.2% | +1.5% | +0.6% |
| 30D | -9.8% | +5.5% | -15.3% | -10.9% |
| 3M | -19.7% | +12.9% | -32.6% | -22.4% |
| 6M | +13.6% | +0.1% | +13.5% | +12.1% |
| YTD | +16.5% | +13.5% | +3.0% | +10.5% |
| 1Y | +15.7% | +21.6% | -5.9% | +7.2% |
| 3Y | 0.0% | +46.0% | -46.0% | -11.8% |
| 5Y | +4.4% | +143.7% | -139.3% | -17.9% |
| All | +4.4% | +148.2% | -143.8% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling