+268.4%
MCHP vs ALLE
+336.8%
-68.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | -22.6% | +0.1% | -22.6% | -22.3% |
| 30D | -20.1% | +25.9% | -46.1% | -32.0% |
| 3M | -25.4% | +14.9% | -40.3% | -32.6% |
| 6M | -38.4% | +42.1% | -80.5% | -52.6% |
| YTD | -3.7% | +20.4% | -24.1% | -17.7% |
| 1Y | +11.7% | +14.9% | -3.1% | -1.3% |
| 3Y | -16.1% | +90.1% | -106.2% | -48.1% |
| 5Y | -16.9% | +53.0% | -69.9% | -41.1% |
| 10Y | +133.4% | +208.8% | -75.4% | +9.2% |
| All | +268.4% | +336.8% | -68.3% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling