+0.7%
MCHP vs ABNB
+16.4%
-15.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.1% | +2.8% |
| 7D | 0.0% | -6.5% | +6.5% | +3.9% |
| 30D | -6.0% | -5.5% | -0.5% | -3.5% |
| 3M | -19.7% | +30.0% | -49.7% | -32.7% |
| 6M | +14.0% | +27.6% | -13.6% | -3.9% |
| YTD | +18.4% | +25.4% | -7.0% | +0.2% |
| 1Y | +17.1% | +38.3% | -21.2% | -7.3% |
| 3Y | +0.7% | +15.5% | -14.8% | -16.5% |
| All | +0.7% | +16.4% | -15.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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