+400.4%
ALAB vs MCHP
-8.9%
+409.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.4% | +8.3% | +8.9% |
| 7D | +7.2% | +1.7% | +5.5% | +6.2% |
| 30D | -2.5% | -4.1% | +1.6% | -0.8% |
| 3M | -13.3% | -22.5% | +9.2% | +3.0% |
| 6M | +172.8% | +7.3% | +165.5% | +175.1% |
| YTD | +86.6% | +18.4% | +68.2% | +73.1% |
| 1Y | +65.2% | +18.1% | +47.0% | +53.0% |
| All | +400.4% | -8.9% | +409.3% | +425.7% |
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 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