+365.7%
ALAB vs MCHP
-9.8%
+375.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.9% | -6.3% |
| 7D | +3.2% | +2.8% | +0.4% | +1.6% |
| 30D | -13.6% | -12.8% | -0.7% | -5.7% |
| 3M | -16.6% | -19.2% | +2.6% | -3.3% |
| 6M | +142.3% | +14.5% | +127.8% | +137.7% |
| YTD | +73.6% | +17.1% | +56.5% | +62.2% |
| 1Y | +33.7% | +15.3% | +18.3% | +25.7% |
| All | +365.7% | -9.8% | +375.5% | +392.7% |
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