-12.5%
MCHP vs ALC
+2.0%
-14.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.1% | +3.9% |
| 7D | -17.5% | -6.3% | -11.3% | -15.2% |
| 30D | -15.8% | +12.6% | -28.5% | -20.3% |
| 3M | -22.9% | -3.8% | -19.0% | -21.7% |
| 6M | -36.6% | +16.8% | -53.4% | -42.0% |
| YTD | -0.8% | -7.6% | +6.8% | +1.7% |
| 1Y | +16.5% | -5.9% | +22.4% | +18.0% |
| All | -12.5% | +2.0% | -14.6% | -11.5% |
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