-17.3%
MCHP vs ALB
-64.0%
+46.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.1% |
| 7D | +5.7% | -5.8% | +11.5% | +8.0% |
| 30D | -13.4% | -4.5% | -8.9% | -12.3% |
| 3M | -20.1% | -28.1% | +7.9% | -10.6% |
| 6M | -35.5% | -53.2% | +17.7% | -15.4% |
| YTD | -1.6% | -33.3% | +31.8% | +9.2% |
| 1Y | +15.5% | -17.4% | +32.9% | +16.9% |
| 3Y | -13.2% | -14.1% | +1.0% | -24.9% |
| All | -17.3% | -64.0% | +46.6% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling