+289.2%
MCHP vs AR
-33.4%
+322.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.8% | -9.2% | -9.9% |
| 7D | -24.6% | -14.3% | -10.3% | -22.7% |
| 30D | -25.2% | +1.4% | -26.6% | -25.4% |
| 3M | -21.1% | +3.4% | -24.4% | -21.7% |
| 6M | -42.7% | -2.1% | -40.6% | -42.9% |
| YTD | -6.9% | +4.7% | -11.6% | -9.0% |
| 1Y | +0.9% | +10.6% | -9.7% | -2.5% |
| 3Y | -16.2% | +24.6% | -40.8% | -21.1% |
| 5Y | -24.1% | +71.9% | -96.0% | -33.4% |
| 10Y | +134.1% | +46.4% | +87.7% | +76.9% |
| All | +289.2% | -33.4% | +322.6% | +230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling