+358.7%
ALAB vs MCHP
-12.0%
+370.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.4% | -4.1% |
| 7D | +0.6% | -2.1% | +2.7% | +2.1% |
| 30D | -8.8% | -11.1% | +2.3% | -1.7% |
| 3M | -14.0% | -18.1% | +4.1% | -0.8% |
| 6M | +144.3% | +10.8% | +133.5% | +144.4% |
| YTD | +71.0% | +14.2% | +56.8% | +62.4% |
| 1Y | +23.5% | +13.5% | +10.0% | +17.5% |
| All | +358.7% | -12.0% | +370.7% | +393.0% |
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 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