-42.7%
MCHP vs ABCL
+157.7%
-200.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +6.7% | -16.8% | -10.6% |
| 7D | -24.6% | -3.2% | -21.4% | -24.3% |
| 30D | -25.2% | -7.4% | -17.8% | -24.9% |
| 3M | -21.1% | +81.9% | -103.0% | -23.3% |
| 6M | -42.7% | +135.7% | -178.4% | -44.8% |
| All | -42.7% | +157.7% | -200.4% | -44.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling