+53.3%
MCHP vs ALC
+30.4%
+22.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -2.5% |
| 7D | +5.7% | -1.1% | +6.8% | +6.3% |
| 30D | -13.4% | +16.0% | -29.5% | -21.4% |
| 3M | -20.1% | +0.8% | -20.9% | -21.2% |
| 6M | -35.5% | +16.8% | -52.4% | -42.7% |
| YTD | -1.6% | -5.5% | +3.9% | -1.3% |
| 1Y | +15.5% | -5.3% | +20.7% | +15.5% |
| 3Y | -13.2% | +4.1% | -17.3% | -20.4% |
| 5Y | -17.5% | -7.1% | -10.4% | -19.2% |
| All | +53.3% | +30.4% | +22.9% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling