-17.0%
MCHP vs ALC
-10.6%
-6.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.1% | +4.2% |
| 7D | -17.5% | -6.3% | -11.3% | -14.5% |
| 30D | -15.8% | +12.6% | -28.5% | -21.6% |
| 3M | -22.9% | -3.8% | -19.0% | -21.6% |
| 6M | -36.6% | +16.8% | -53.4% | -43.2% |
| YTD | -0.8% | -7.6% | +6.8% | +1.1% |
| 1Y | +16.5% | -5.9% | +22.4% | +17.3% |
| 3Y | -13.6% | +0.6% | -14.2% | -18.7% |
| 5Y | -17.0% | -9.5% | -7.6% | -14.1% |
| All | -17.0% | -10.6% | -6.4% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling