+47.5%
MCHP vs JAAA
+29.3%
+18.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.6% |
| 7D | +0.3% | +0.1% | +0.2% | 0.0% |
| 30D | -9.8% | +0.5% | -10.2% | -11.1% |
| 3M | -19.7% | +1.2% | -20.9% | -22.9% |
| 6M | +13.6% | +2.7% | +10.8% | +4.1% |
| YTD | +16.5% | +3.2% | +13.3% | +5.3% |
| 1Y | +15.7% | +4.8% | +10.9% | -0.3% |
| 3Y | 0.0% | +19.0% | -19.0% | -26.2% |
| 5Y | +4.4% | +26.8% | -22.4% | -29.4% |
| All | +47.5% | +29.3% | +18.2% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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