+0.5%
MCHP vs ALK
+1.7%
-1.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.3% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | -12.8% | -18.5% | +5.6% | -5.1% |
| 3M | -19.2% | -3.6% | -15.7% | -18.9% |
| 6M | +14.5% | -3.7% | +18.2% | +13.1% |
| YTD | +17.1% | -19.0% | +36.1% | +23.1% |
| 1Y | +15.3% | -36.0% | +51.4% | +34.7% |
| 3Y | +0.5% | +2.3% | -1.9% | -13.3% |
| All | +0.5% | +1.7% | -1.2% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling