-29.0%
AAL vs MCHP
+827.0%
-856.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.0% |
| 7D | -0.3% | +2.8% | -3.1% | -2.0% |
| 30D | -19.0% | -12.8% | -6.2% | -11.9% |
| 3M | -5.1% | -19.2% | +14.1% | +5.2% |
| 6M | +15.5% | +14.5% | +0.9% | +0.8% |
| YTD | -15.8% | +17.1% | -32.9% | -28.8% |
| 1Y | -0.3% | +15.3% | -15.6% | -16.2% |
| 3Y | -7.7% | +0.5% | -8.1% | -23.3% |
| 5Y | -32.5% | +6.1% | -38.6% | -48.6% |
| 10Y | -66.0% | +192.2% | -258.2% | -90.2% |
| All | -29.0% | +827.0% | -856.1% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling