-10.0%
MCHP vs ABCL
+196.9%
-206.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.2% | +0.2% | +4.5% |
| 7D | -19.2% | +12.4% | -31.6% | -20.8% |
| 30D | -18.6% | -0.4% | -18.2% | -18.7% |
| 3M | -27.0% | +80.4% | -107.3% | -35.5% |
| 6M | -37.3% | +138.5% | -175.8% | -48.7% |
| YTD | -1.8% | +265.5% | -267.3% | -28.4% |
| 1Y | +12.1% | +219.7% | -207.6% | -15.9% |
| 3Y | -10.0% | +209.4% | -219.4% | -41.5% |
| All | -10.0% | +196.9% | -206.9% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling