+84.4%
MCHP vs ALC
+16.1%
+68.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.4% | +4.1% |
| 7D | 0.0% | -6.3% | +6.4% | +4.1% |
| 30D | -6.0% | -10.3% | +4.2% | +0.3% |
| 3M | -19.7% | -0.7% | -19.0% | -20.2% |
| 6M | +14.0% | -17.8% | +31.9% | +26.1% |
| YTD | +18.4% | -15.8% | +34.2% | +28.4% |
| 1Y | +17.1% | -16.7% | +33.8% | +27.7% |
| 3Y | +0.7% | -19.7% | +20.5% | +10.4% |
| 5Y | +5.1% | -19.8% | +24.9% | +13.5% |
| All | +84.4% | +16.1% | +68.3% | +51.3% |
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