+15.5%
MCHP vs ALK
-10.2%
+25.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.2% |
| 7D | +5.7% | -1.2% | +6.9% | +6.0% |
| 30D | -13.4% | +7.7% | -21.1% | -15.9% |
| 3M | -20.1% | -19.0% | -1.1% | -14.5% |
| 6M | -35.5% | -0.2% | -35.3% | -36.2% |
| YTD | -1.6% | -23.5% | +21.9% | +1.1% |
| 1Y | +15.5% | -9.1% | +24.6% | +2.3% |
| All | +15.5% | -10.2% | +25.7% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling