-24.4%
MCHP vs AS
+137.8%
-162.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | -22.6% | +4.5% | -27.0% | -23.8% |
| 30D | -20.1% | +13.2% | -33.4% | -23.8% |
| 3M | -25.4% | -11.9% | -13.5% | -22.2% |
| 6M | -38.4% | -11.6% | -26.9% | -36.0% |
| YTD | -3.7% | -14.7% | +11.0% | +0.5% |
| 1Y | +11.7% | +5.7% | +6.0% | +7.0% |
| All | -24.4% | +137.8% | -162.2% | -39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling