+29.9%
MCHP vs AUR
-17.4%
+47.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.2% | -2.0% |
| 7D | -5.4% | -19.8% | +14.5% | +0.6% |
| 30D | -7.5% | -29.0% | +21.5% | +1.8% |
| 3M | -6.0% | -43.6% | +37.5% | +10.3% |
| 6M | -20.1% | -36.6% | +16.6% | -10.4% |
| YTD | +20.2% | +6.3% | +14.0% | +8.3% |
| 1Y | +29.9% | -9.0% | +39.0% | +27.3% |
| All | +29.9% | -17.4% | +47.3% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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