+35,115.4%
MCHP vs ALK
+991.1%
+34,124.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.1% | -1.7% | +3.2% |
| 7D | -19.2% | +8.9% | -28.1% | -21.4% |
| 30D | -18.6% | +5.9% | -24.5% | -20.4% |
| 3M | -27.0% | -16.5% | -10.4% | -23.3% |
| 6M | -37.3% | +2.1% | -39.4% | -38.5% |
| YTD | -1.8% | -17.1% | +15.2% | +1.1% |
| 1Y | +12.1% | -2.9% | +15.0% | +10.0% |
| 3Y | -10.0% | +24.5% | -34.5% | -19.6% |
| 5Y | -17.3% | -29.1% | +11.8% | -13.4% |
| 10Y | +131.0% | -39.1% | +170.1% | +133.1% |
| All | +35,115.4% | +991.1% | +34,124.4% | +10,865.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling