-19.7%
MCHP vs AZO
-7.5%
-12.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.6% |
| 7D | 0.0% | -3.6% | +3.6% | -1.8% |
| 30D | -6.0% | -5.6% | -0.5% | -8.6% |
| 3M | -19.7% | -6.6% | -13.0% | -22.0% |
| All | -19.7% | -7.5% | -12.2% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3mo: compounded portfolio wealth divided by compounded AZO 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…
3mo analysis · Full analysis span regression · Available span rolling