+256.3%
MCHP vs ALLE
+327.3%
-71.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.9% | -9.1% | -9.4% |
| 7D | -24.6% | -0.6% | -24.0% | -24.1% |
| 30D | -25.2% | +25.3% | -50.6% | -36.2% |
| 3M | -21.1% | +10.3% | -31.3% | -26.6% |
| 6M | -42.7% | +38.0% | -80.7% | -55.0% |
| YTD | -6.9% | +17.8% | -24.6% | -19.2% |
| 1Y | +0.9% | +13.6% | -12.7% | -10.4% |
| 3Y | -16.2% | +89.2% | -105.4% | -48.1% |
| 5Y | -24.1% | +51.1% | -75.2% | -45.8% |
| 10Y | +134.1% | +228.1% | -94.0% | +6.5% |
| All | +256.3% | +327.3% | -71.0% | +45.1% |
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