-22.2%
MCHP vs AS
+125.3%
-147.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.0% |
| 7D | -4.3% | -3.6% | -0.7% | -3.0% |
| 30D | -16.3% | +3.4% | -19.7% | -17.4% |
| 3M | -21.4% | -8.6% | -12.8% | -19.1% |
| 6M | -35.8% | -10.0% | -25.7% | -33.7% |
| YTD | -0.9% | -19.2% | +18.3% | +5.4% |
| 1Y | +14.5% | -3.8% | +18.3% | +13.6% |
| All | -22.2% | +125.3% | -147.5% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling