-64.8%
AAL vs MCHP
+207.0%
-271.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.4% | -0.6% |
| 7D | -0.9% | 0.0% | -1.0% | -1.0% |
| 30D | -12.9% | -6.0% | -6.8% | -10.2% |
| 3M | -11.2% | -19.7% | +8.5% | -3.0% |
| 6M | +17.8% | +14.0% | +3.8% | +6.0% |
| YTD | -15.1% | +18.4% | -33.6% | -26.1% |
| 1Y | +0.5% | +17.1% | -16.6% | -13.1% |
| 3Y | -7.7% | +0.7% | -8.4% | -19.8% |
| 5Y | -31.3% | +5.1% | -36.4% | -43.5% |
| All | -64.8% | +207.0% | -271.8% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling