+41,921.5%
MCHP vs ABT
+4,076.0%
+37,845.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.2% |
| 7D | +2.8% | -3.1% | +5.9% | +3.8% |
| 30D | -12.8% | -2.1% | -10.7% | -12.3% |
| 3M | -19.2% | +17.4% | -36.6% | -24.5% |
| 6M | +14.5% | -2.4% | +16.9% | +13.6% |
| YTD | +17.1% | -14.2% | +31.3% | +21.3% |
| 1Y | +15.3% | -18.3% | +33.7% | +21.2% |
| 3Y | +0.5% | +11.5% | -11.0% | -6.4% |
| 5Y | +6.1% | -9.9% | +16.0% | +6.4% |
| 10Y | +192.2% | +204.4% | -12.1% | +106.0% |
| All | +41,921.5% | +4,076.0% | +37,845.4% | +16,813.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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