+2.1%
AAL vs MCHP
+18.9%
-16.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -3.7% | +1.7% | -5.4% | -4.2% |
| 30D | -20.8% | -4.1% | -16.7% | -20.0% |
| 3M | -1.3% | -22.5% | +21.2% | +5.2% |
| 6M | +5.4% | +7.3% | -1.9% | -0.3% |
| YTD | -14.4% | +18.4% | -32.7% | -22.1% |
| 1Y | +2.1% | +18.1% | -16.0% | -9.9% |
| All | +2.1% | +18.9% | -16.8% | -9.9% |
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