+4.4%
MCHP vs ALC
-17.4%
+21.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | +0.3% | -5.3% | +5.6% | +3.4% |
| 30D | -9.8% | -7.1% | -2.7% | -6.1% |
| 3M | -19.7% | +0.8% | -20.5% | -20.8% |
| 6M | +13.6% | -16.0% | +29.6% | +23.7% |
| YTD | +16.5% | -12.7% | +29.3% | +23.4% |
| 1Y | +15.7% | -12.8% | +28.5% | +22.4% |
| 3Y | 0.0% | -15.8% | +15.8% | +6.5% |
| 5Y | +4.4% | -16.7% | +21.1% | +11.2% |
| All | +4.4% | -17.4% | +21.8% | +11.2% |
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