+5.4%
MCHP vs ALHC
-31.6%
+37.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.2% |
| 7D | +0.3% | -4.1% | +4.5% | +0.7% |
| 30D | -9.8% | -5.4% | -4.3% | -9.3% |
| 3M | -19.7% | -32.1% | +12.4% | -17.3% |
| 6M | +13.6% | -28.5% | +42.1% | +15.4% |
| YTD | +16.5% | -34.0% | +50.6% | +19.1% |
| 1Y | +15.7% | -20.9% | +36.6% | +16.0% |
| 3Y | 0.0% | +151.5% | -151.6% | -18.7% |
| 5Y | +4.4% | -28.8% | +33.3% | -5.8% |
| All | +5.4% | -31.6% | +37.0% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling