-0.9%
MCHP vs ALC
-16.2%
+15.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +0.3% | -5.3% | +5.6% | +2.9% |
| 30D | -9.8% | -7.1% | -2.7% | -6.8% |
| 3M | -19.7% | +0.8% | -20.5% | -20.6% |
| 6M | +13.6% | -16.0% | +29.6% | +23.0% |
| YTD | +16.5% | -12.7% | +29.3% | +22.9% |
| 1Y | +15.7% | -12.8% | +28.5% | +21.9% |
| All | -0.9% | -16.2% | +15.3% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling