+16.8%
MCHP vs ABCL
-81.9%
+98.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.1% |
| 7D | +0.3% | -2.7% | +3.1% | +0.8% |
| 30D | -9.8% | +18.3% | -28.1% | -13.0% |
| 3M | -19.7% | +108.5% | -128.2% | -32.2% |
| 6M | +13.6% | +213.9% | -200.4% | -13.0% |
| YTD | +16.5% | +223.1% | -206.6% | -12.5% |
| 1Y | +15.7% | +160.6% | -144.9% | -10.2% |
| 3Y | 0.0% | +104.3% | -104.3% | -25.0% |
| 5Y | +4.4% | -40.0% | +44.5% | -9.6% |
| All | +16.8% | -81.9% | +98.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling