-32.2%
AAL vs MCHP
+1.5%
-33.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | -0.9% | -2.1% | +1.2% | +0.1% |
| 30D | -16.0% | -11.1% | -4.8% | -11.1% |
| 3M | -4.2% | -18.1% | +13.8% | +3.4% |
| 6M | +15.7% | +10.8% | +4.9% | +5.4% |
| YTD | -16.2% | +14.2% | -30.4% | -25.9% |
| 1Y | +0.2% | +13.5% | -13.2% | -12.2% |
| 3Y | -8.1% | -2.0% | -6.1% | -20.2% |
| 5Y | -32.2% | +1.4% | -33.6% | -46.5% |
| All | -32.2% | +1.5% | -33.7% | -46.5% |
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