-8.1%
MCHP vs AS
+114.1%
-122.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | 0.0% |
| 7D | +2.8% | -2.6% | +5.4% | +3.7% |
| 30D | -12.8% | -22.1% | +9.3% | -4.6% |
| 3M | -19.2% | -15.3% | -3.9% | -14.4% |
| 6M | +14.5% | -15.6% | +30.1% | +20.9% |
| YTD | +17.1% | -23.2% | +40.3% | +27.3% |
| 1Y | +15.3% | -21.7% | +37.0% | +23.7% |
| All | -8.1% | +114.1% | -122.2% | -23.4% |
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 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