-21.1%
MCHP vs ALLE
+9.8%
-30.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.9% | -9.1% | -9.7% |
| 7D | -24.6% | -0.6% | -24.0% | -24.0% |
| 30D | -25.2% | +25.3% | -50.6% | -30.1% |
| 3M | -21.1% | +10.3% | -31.3% | -18.9% |
| All | -21.1% | +9.8% | -30.9% | -18.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling