+188.9%
MCHP vs ALK
-37.3%
+226.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.7% |
| 7D | -2.1% | -3.1% | +1.0% | -0.8% |
| 30D | -11.1% | -17.1% | +6.0% | -3.9% |
| 3M | -18.1% | -3.8% | -14.3% | -17.5% |
| 6M | +10.8% | -5.3% | +16.0% | +10.4% |
| YTD | +14.2% | -20.3% | +34.5% | +21.1% |
| 1Y | +13.5% | -36.0% | +49.4% | +32.0% |
| 3Y | -2.0% | +0.8% | -2.8% | -10.5% |
| 5Y | +1.4% | -28.5% | +29.9% | +5.1% |
| All | +188.9% | -37.3% | +226.2% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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