-10.0%
MCHP vs ALK
+21.9%
-31.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.1% | -1.7% | +2.4% |
| 7D | -19.2% | +8.9% | -28.1% | -22.2% |
| 30D | -18.6% | +5.9% | -24.5% | -20.9% |
| 3M | -27.0% | -16.5% | -10.4% | -21.7% |
| 6M | -37.3% | +2.1% | -39.4% | -39.2% |
| YTD | -1.8% | -17.1% | +15.2% | +1.6% |
| 1Y | +12.1% | -2.9% | +15.0% | +7.2% |
| 3Y | -10.0% | +24.5% | -34.5% | -22.6% |
| All | -10.0% | +21.9% | -31.9% | -22.6% |
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