+192.2%
MCHP vs ALLE
+148.2%
+44.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | +2.8% | +2.8% | 0.0% | +0.8% |
| 30D | -12.8% | -7.6% | -5.2% | -7.8% |
| 3M | -19.2% | +22.8% | -42.0% | -31.5% |
| 6M | +14.5% | +4.6% | +9.9% | +9.0% |
| YTD | +17.1% | -1.2% | +18.3% | +15.1% |
| 1Y | +15.3% | -9.1% | +24.5% | +20.4% |
| 3Y | +0.5% | +50.0% | -49.5% | -28.1% |
| 5Y | +6.1% | +15.2% | -9.2% | -9.6% |
| 10Y | +192.2% | +151.1% | +41.2% | +60.6% |
| All | +192.2% | +148.2% | +44.0% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling