+42,391.0%
MCHP vs AZO
+13,680.8%
+28,710.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | 0.0% | -3.6% | +3.6% | +1.3% |
| 30D | -6.0% | -5.6% | -0.5% | -4.3% |
| 3M | -19.7% | -6.6% | -13.0% | -18.5% |
| 6M | +14.0% | -22.5% | +36.5% | +22.7% |
| YTD | +18.4% | -15.2% | +33.6% | +23.1% |
| 1Y | +17.1% | -33.9% | +51.0% | +32.2% |
| 3Y | +0.7% | +11.8% | -11.1% | -7.7% |
| 5Y | +5.1% | +85.5% | -80.4% | -20.6% |
| 10Y | +206.3% | +298.2% | -91.9% | +74.0% |
| All | +42,391.0% | +13,680.8% | +28,710.2% | +8,161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling