+201.4%
MCHP vs ALLY
+178.1%
+23.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +0.3% | -1.9% | +2.3% | +1.3% |
| 30D | -9.8% | -4.5% | -5.3% | -7.7% |
| 3M | -19.7% | -2.8% | -16.9% | -18.5% |
| 6M | +13.6% | +10.3% | +3.2% | +7.4% |
| YTD | +16.5% | -5.7% | +22.2% | +19.1% |
| 1Y | +15.7% | +3.9% | +11.8% | +12.0% |
| 3Y | 0.0% | +64.7% | -64.8% | -24.3% |
| 5Y | +4.4% | -2.6% | +7.0% | -1.6% |
| 10Y | +201.4% | +186.0% | +15.4% | +86.6% |
| All | +201.4% | +178.1% | +23.3% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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