+3,199.8%
MCHP vs AU
+751.1%
+2,448.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.6% |
| 7D | -2.1% | -7.0% | +4.9% | -1.5% |
| 30D | -11.1% | +7.3% | -18.4% | -11.8% |
| 3M | -18.1% | +33.2% | -51.3% | -20.3% |
| 6M | +10.8% | -0.6% | +11.4% | +10.3% |
| YTD | +14.2% | +26.2% | -11.9% | +11.3% |
| 1Y | +13.5% | +68.3% | -54.8% | +7.6% |
| 3Y | -2.0% | +592.1% | -594.1% | -18.4% |
| 5Y | +1.4% | +685.3% | -683.9% | -17.4% |
| 10Y | +195.5% | +682.5% | -487.1% | +131.3% |
| All | +3,199.8% | +751.1% | +2,448.7% | +2,284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling