-13.2%
MCHP vs ALHC
+22.7%
-35.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.6% |
| 7D | +5.7% | +0.3% | +5.4% | +5.7% |
| 30D | -13.4% | -10.6% | -2.9% | -13.0% |
| 3M | -20.1% | -45.3% | +25.2% | -18.6% |
| 6M | -35.5% | -59.7% | +24.2% | -33.9% |
| YTD | -1.6% | -62.7% | +61.2% | +0.8% |
| 1Y | +15.5% | -56.1% | +71.6% | +17.8% |
| 3Y | -13.2% | +21.3% | -34.4% | -20.0% |
| All | -13.2% | +22.7% | -35.8% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling