+134.5%
MCHP vs ALLY
+174.3%
-39.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.1% |
| 7D | +5.7% | +0.4% | +5.3% | +5.5% |
| 30D | -13.4% | +5.2% | -18.7% | -15.7% |
| 3M | -20.1% | -13.3% | -6.8% | -14.0% |
| 6M | -35.5% | -6.7% | -28.9% | -33.3% |
| YTD | -1.6% | -12.8% | +11.3% | +4.8% |
| 1Y | +15.5% | +0.7% | +14.8% | +14.0% |
| 3Y | -13.2% | +65.2% | -78.4% | -34.1% |
| 5Y | -17.5% | -10.1% | -7.3% | -18.6% |
| All | +134.5% | +174.3% | -39.7% | +47.0% |
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