-0.7%
MCHP vs ABCL
-81.0%
+80.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.4% |
| 7D | -4.3% | +4.4% | -8.7% | -5.2% |
| 30D | -16.3% | -7.9% | -8.4% | -15.3% |
| 3M | -21.4% | +12.2% | -33.6% | -23.9% |
| 6M | -35.8% | +134.7% | -170.5% | -47.8% |
| YTD | -0.9% | +239.8% | -240.7% | -26.7% |
| 1Y | +14.5% | +192.7% | -178.2% | -12.8% |
| 3Y | -13.7% | +187.6% | -201.3% | -39.4% |
| 5Y | -16.9% | -22.6% | +5.7% | -30.5% |
| All | -0.7% | -81.0% | +80.3% | -6.7% |
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