+137.7%
MCHP vs ALLY
+182.4%
-44.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.2% |
| 7D | -17.5% | -2.8% | -14.8% | -16.1% |
| 30D | -15.8% | +1.9% | -17.7% | -16.6% |
| 3M | -22.9% | -12.1% | -10.7% | -17.6% |
| 6M | -36.6% | -9.0% | -27.6% | -33.5% |
| YTD | -0.8% | -12.9% | +12.1% | +5.6% |
| 1Y | +16.5% | -0.1% | +16.6% | +15.5% |
| 3Y | -13.6% | +64.6% | -78.2% | -34.3% |
| 5Y | -17.0% | -10.1% | -6.9% | -18.2% |
| 10Y | +137.7% | +176.7% | -39.0% | +47.8% |
| All | +137.7% | +182.4% | -44.7% | +47.8% |
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