+394.7%
MCHP vs AR
-27.2%
+422.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.6% |
| 7D | +1.7% | +2.5% | -0.8% | +1.3% |
| 30D | -4.1% | +14.8% | -18.9% | -6.3% |
| 3M | -22.5% | +6.2% | -28.7% | -23.6% |
| 6M | +7.3% | +4.3% | +3.0% | +5.5% |
| YTD | +18.4% | +14.4% | +4.0% | +14.2% |
| 1Y | +18.1% | +21.3% | -3.2% | +12.6% |
| 3Y | -2.8% | +39.8% | -42.6% | -10.0% |
| 5Y | +5.5% | +142.1% | -136.6% | -11.9% |
| 10Y | +185.8% | +52.0% | +133.8% | +114.7% |
| All | +394.7% | -27.2% | +422.0% | +315.1% |
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