+314.4%
MCHP vs AR
-29.4%
+343.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.4% | +2.7% |
| 7D | -17.5% | +2.1% | -19.6% | -17.7% |
| 30D | -15.8% | +4.5% | -20.4% | -16.4% |
| 3M | -22.9% | +1.0% | -23.9% | -23.1% |
| 6M | -36.6% | +4.4% | -41.0% | -37.4% |
| YTD | -0.8% | +10.9% | -11.7% | -4.0% |
| 1Y | +16.5% | +8.6% | +8.0% | +13.2% |
| 3Y | -13.6% | +48.5% | -62.1% | -20.7% |
| 5Y | -17.0% | +95.7% | -112.8% | -28.5% |
| 10Y | +137.7% | +55.5% | +82.2% | +78.0% |
| All | +314.4% | -29.4% | +343.9% | +248.9% |
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 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