+7.7%
AAL vs MCHP
+25.9%
-18.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.3% | +9.6% | +7.3% |
| 7D | +8.3% | -5.4% | +13.7% | +10.0% |
| 30D | +6.2% | -7.5% | +13.8% | +8.4% |
| 3M | -17.7% | -6.0% | -11.6% | -16.6% |
| 6M | +15.4% | -20.1% | +35.5% | +21.0% |
| YTD | -11.1% | +20.2% | -31.3% | -19.9% |
| 1Y | +7.7% | +29.9% | -22.2% | -6.0% |
| All | +7.7% | +25.9% | -18.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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