-22.7%
MCHP vs AS
+123.4%
-146.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +5.7% | -4.9% | +10.6% | +7.7% |
| 30D | -13.4% | +3.9% | -17.3% | -14.8% |
| 3M | -20.1% | -9.6% | -10.5% | -17.5% |
| 6M | -35.5% | -8.7% | -26.9% | -33.8% |
| YTD | -1.6% | -19.8% | +18.3% | +5.1% |
| 1Y | +15.5% | -1.5% | +17.0% | +13.6% |
| All | -22.7% | +123.4% | -146.2% | -36.8% |
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