+35,479.1%
MCHP vs ALK
+973.6%
+34,505.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.4% |
| 7D | -17.5% | +2.6% | -20.1% | -18.1% |
| 30D | -15.8% | +7.8% | -23.7% | -18.1% |
| 3M | -22.9% | -15.2% | -7.6% | -19.3% |
| 6M | -36.6% | +5.0% | -41.6% | -38.4% |
| YTD | -0.8% | -18.4% | +17.6% | +2.6% |
| 1Y | +16.5% | -2.4% | +18.9% | +14.2% |
| 3Y | -13.6% | +19.8% | -33.4% | -22.0% |
| 5Y | -17.0% | -27.8% | +10.8% | -13.6% |
| 10Y | +137.7% | -42.0% | +179.6% | +143.0% |
| All | +35,479.1% | +973.6% | +34,505.5% | +11,033.0% |
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