-8.2%
AAL vs MCHP
-1.6%
-6.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -13.7% | -9.8% | -4.0% | -10.0% |
| 3M | -8.2% | -19.7% | +11.5% | -0.8% |
| 6M | +13.1% | +13.6% | -0.5% | +3.3% |
| YTD | -15.6% | +16.5% | -32.1% | -24.8% |
| 1Y | +1.4% | +15.7% | -14.3% | -10.3% |
| All | -8.2% | -1.6% | -6.6% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling