-26.9%
MCHP vs AS
+134.9%
-161.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.5% | -10.5% | -10.2% |
| 7D | -24.6% | +6.9% | -31.5% | -26.5% |
| 30D | -25.2% | +16.0% | -41.2% | -29.4% |
| 3M | -21.1% | -12.8% | -8.2% | -17.3% |
| 6M | -42.7% | -15.4% | -27.3% | -39.5% |
| YTD | -6.9% | -15.7% | +8.9% | -2.4% |
| 1Y | +0.9% | +6.1% | -5.2% | -3.5% |
| All | -26.9% | +134.9% | -161.8% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling