+137.7%
MCHP vs ALK
-41.4%
+179.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.5% |
| 7D | -17.5% | +2.6% | -20.1% | -18.3% |
| 30D | -15.8% | +7.8% | -23.7% | -19.1% |
| 3M | -22.9% | -15.2% | -7.6% | -17.9% |
| 6M | -36.6% | +5.0% | -41.6% | -39.4% |
| YTD | -0.8% | -18.4% | +17.6% | +3.4% |
| 1Y | +16.5% | -2.4% | +18.9% | +12.1% |
| 3Y | -13.6% | +19.8% | -33.4% | -27.3% |
| 5Y | -17.0% | -27.8% | +10.8% | -14.8% |
| 10Y | +137.7% | -42.0% | +179.6% | +132.8% |
| All | +137.7% | -41.4% | +179.1% | +132.8% |
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