-0.9%
MCHP vs ALB
-29.2%
+28.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.5% |
| 7D | +0.3% | -8.6% | +8.9% | +3.3% |
| 30D | -9.8% | -4.0% | -5.7% | -8.8% |
| 3M | -19.7% | -17.4% | -2.3% | -14.7% |
| 6M | +13.6% | -25.4% | +38.9% | +23.0% |
| YTD | +16.5% | -10.5% | +27.1% | +16.4% |
| 1Y | +15.7% | +75.8% | -60.1% | -13.0% |
| All | -0.9% | -29.2% | +28.3% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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