+17.4%
MCHP vs ABNB
+16.2%
+1.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.6% |
| 7D | +0.3% | -7.4% | +7.8% | +3.5% |
| 30D | -9.8% | -8.2% | -1.6% | -6.9% |
| 3M | -19.7% | +29.1% | -48.8% | -28.5% |
| 6M | +13.6% | +26.6% | -13.0% | +1.7% |
| YTD | +16.5% | +25.0% | -8.5% | +4.4% |
| 1Y | +15.7% | +37.0% | -21.3% | -0.3% |
| 3Y | 0.0% | +16.3% | -16.4% | -9.6% |
| 5Y | +4.4% | +2.2% | +2.2% | -8.5% |
| All | +17.4% | +16.2% | +1.2% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling