+12.1%
MCHP vs AUR
-36.7%
+48.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.5% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | -11.1% | -8.9% | -2.2% | -9.9% |
| 3M | -18.1% | +4.6% | -22.7% | -18.8% |
| 6M | +10.8% | +44.9% | -34.1% | +3.0% |
| YTD | +14.2% | +64.8% | -50.6% | +3.5% |
| 1Y | +13.5% | +16.4% | -2.9% | +8.5% |
| 3Y | -2.0% | +85.1% | -87.1% | -22.0% |
| 5Y | +1.4% | -36.1% | +37.5% | -22.6% |
| All | +12.1% | -36.7% | +48.8% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling