-13.3%
ALAB vs MCHP
-22.0%
+8.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.4% | +8.3% | +8.0% |
| 7D | +7.2% | +1.7% | +5.5% | +5.3% |
| 30D | -2.5% | -4.1% | +1.6% | +0.9% |
| 3M | -13.3% | -22.5% | +9.2% | +25.5% |
| All | -13.3% | -22.0% | +8.7% | +25.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling