+7,700.0%
MCHP vs ALB
+2,835.3%
+4,864.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.9% | +3.2% |
| 7D | +1.7% | -8.1% | +9.8% | +4.9% |
| 30D | -4.1% | +6.3% | -10.3% | -6.7% |
| 3M | -22.5% | -23.6% | +1.1% | -14.4% |
| 6M | +7.3% | -24.6% | +31.9% | +17.3% |
| YTD | +18.4% | -10.3% | +28.6% | +19.0% |
| 1Y | +18.1% | +61.5% | -43.3% | -8.7% |
| 3Y | -2.8% | -34.0% | +31.2% | -1.8% |
| 5Y | +5.5% | -44.6% | +50.1% | +9.1% |
| 10Y | +185.8% | +76.1% | +109.7% | +73.0% |
| All | +7,700.0% | +2,835.3% | +4,864.7% | +1,613.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling