-11.0%
MCHP vs ALHC
-61.4%
+50.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.5% |
| 7D | +5.7% | +0.3% | +5.4% | +5.6% |
| 30D | -13.4% | -10.6% | -2.9% | -12.5% |
| 3M | -20.1% | -45.3% | +25.2% | -16.1% |
| 6M | -35.5% | -59.7% | +24.2% | -31.1% |
| YTD | -1.6% | -62.7% | +61.2% | +5.4% |
| 1Y | +15.5% | -56.1% | +71.6% | +21.6% |
| 3Y | -13.2% | +21.3% | -34.4% | -23.6% |
| 5Y | -17.5% | -66.0% | +48.5% | -20.6% |
| All | -11.0% | -61.4% | +50.4% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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