+133.4%
MCHP vs ALLY
+182.8%
-49.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.7% |
| 7D | -22.6% | -0.7% | -21.9% | -22.2% |
| 30D | -20.1% | +1.1% | -21.3% | -20.6% |
| 3M | -25.4% | -13.2% | -12.2% | -19.8% |
| 6M | -38.4% | -13.5% | -25.0% | -33.8% |
| YTD | -3.7% | -14.3% | +10.6% | +3.4% |
| 1Y | +11.7% | -1.1% | +12.9% | +11.4% |
| 3Y | -16.1% | +62.0% | -78.1% | -35.7% |
| 5Y | -16.9% | -9.6% | -7.2% | -18.2% |
| 10Y | +133.4% | +176.0% | -42.5% | +47.7% |
| All | +133.4% | +182.8% | -49.4% | +47.7% |
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