+353.0%
MCHP vs ALLE
+260.9%
+92.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.8% |
| 7D | +1.7% | -0.2% | +1.9% | +1.9% |
| 30D | -4.1% | -6.8% | +2.7% | +0.6% |
| 3M | -22.5% | +21.0% | -43.6% | -33.1% |
| 6M | +7.3% | +1.1% | +6.2% | +4.9% |
| YTD | +18.4% | -0.5% | +18.9% | +15.9% |
| 1Y | +18.1% | -7.3% | +25.4% | +21.3% |
| 3Y | -2.8% | +42.3% | -45.0% | -26.4% |
| 5Y | +5.5% | +13.5% | -8.0% | -8.2% |
| 10Y | +185.8% | +144.0% | +41.8% | +56.4% |
| All | +353.0% | +260.9% | +92.1% | +108.2% |
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