+29.9%
MCHP vs ALC
+4.2%
+25.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.8% | -10.1% | -3.5% |
| 7D | -5.4% | +10.7% | -16.1% | -5.8% |
| 30D | -7.5% | +20.2% | -27.7% | -8.6% |
| 3M | -6.0% | +8.9% | -14.9% | -6.4% |
| 6M | -20.1% | +5.7% | -25.8% | -19.8% |
| YTD | +20.2% | -1.4% | +21.7% | +23.6% |
| 1Y | +29.9% | +4.7% | +25.2% | +26.7% |
| All | +29.9% | +4.2% | +25.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling