+29.9%
MCHP vs AS
+3.3%
+26.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.1% | -8.4% | -4.9% |
| 7D | -5.4% | +13.8% | -19.2% | -9.6% |
| 30D | -7.5% | +16.7% | -24.2% | -12.4% |
| 3M | -6.0% | -11.5% | +5.5% | -2.3% |
| 6M | -20.1% | -5.5% | -14.6% | -18.9% |
| YTD | +20.2% | -14.2% | +34.4% | +23.1% |
| 1Y | +29.9% | +2.1% | +27.9% | +32.4% |
| All | +29.9% | +3.3% | +26.6% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling