-35.2%
AAL vs MCHP
-18.8%
-16.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.7% |
| 7D | -0.1% | +5.7% | -5.8% | -2.7% |
| 30D | +11.7% | -13.4% | +25.1% | +18.3% |
| 3M | -12.5% | -20.1% | +7.6% | -3.9% |
| 6M | +3.6% | -35.5% | +39.1% | +23.6% |
| YTD | -14.1% | -1.6% | -12.5% | -19.7% |
| 1Y | +0.8% | +15.5% | -14.7% | -14.2% |
| 3Y | +11.8% | -13.2% | +25.0% | +1.1% |
| All | -35.2% | -18.8% | -16.4% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling