+0.5%
AAL vs MCHP
+17.6%
-17.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.4% | +0.2% |
| 7D | -0.9% | 0.0% | -1.0% | -0.9% |
| 30D | -12.9% | -6.0% | -6.8% | -11.3% |
| 3M | -11.2% | -19.7% | +8.5% | -6.3% |
| 6M | +17.8% | +14.0% | +3.8% | +9.8% |
| YTD | -15.1% | +18.4% | -33.6% | -22.7% |
| 1Y | +0.5% | +17.1% | -16.6% | -11.0% |
| All | +0.5% | +17.6% | -17.2% | -11.0% |
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