-21.5%
MCHP vs AR
+74.0%
-95.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.8% | -9.2% | -9.8% |
| 7D | -24.6% | -14.3% | -10.3% | -21.9% |
| 30D | -25.2% | +1.4% | -26.6% | -25.5% |
| 3M | -21.1% | +3.4% | -24.4% | -22.0% |
| 6M | -42.7% | -2.1% | -40.6% | -43.0% |
| YTD | -6.9% | +4.7% | -11.6% | -10.4% |
| 1Y | +0.9% | +10.6% | -9.7% | -4.7% |
| 3Y | -16.2% | +24.6% | -40.8% | -23.7% |
| All | -21.5% | +74.0% | -95.6% | -35.2% |
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