+6.0%
MCHP vs ABCL
-41.3%
+47.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.7% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | -4.1% | +93.1% | -97.2% | -17.9% |
| 3M | -22.5% | +79.4% | -102.0% | -33.4% |
| 6M | +7.3% | +214.9% | -207.6% | -20.1% |
| YTD | +18.4% | +234.2% | -215.8% | -14.5% |
| 1Y | +18.1% | +174.8% | -156.6% | -11.9% |
| 3Y | -2.8% | +104.5% | -107.3% | -29.4% |
| All | +6.0% | -41.3% | +47.3% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling