-3.5%
MCHP vs ABCL
-79.6%
+76.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -22.6% | +2.3% | -24.9% | -22.9% |
| 30D | -20.1% | -0.7% | -19.5% | -20.2% |
| 3M | -25.4% | +33.4% | -58.8% | -30.0% |
| 6M | -38.4% | +137.8% | -176.2% | -50.0% |
| YTD | -3.7% | +264.3% | -268.0% | -29.6% |
| 1Y | +11.7% | +209.2% | -197.5% | -15.7% |
| 3Y | -16.1% | +208.4% | -224.5% | -41.9% |
| 5Y | -16.9% | -11.9% | -5.0% | -31.8% |
| All | -3.5% | -79.6% | +76.1% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling