+17.1%
MCHP vs AU
+72.0%
-54.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.5% |
| 7D | 0.0% | -4.3% | +4.3% | +1.1% |
| 30D | -6.0% | +7.3% | -13.3% | -8.1% |
| 3M | -19.7% | +26.3% | -46.0% | -24.8% |
| 6M | +14.0% | +1.8% | +12.3% | +10.3% |
| YTD | +18.4% | +26.8% | -8.4% | +11.7% |
| 1Y | +17.1% | +66.7% | -49.6% | +8.1% |
| All | +17.1% | +72.0% | -54.9% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling