+332.3%
MCHP vs ALLY
+124.8%
+207.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.7% | +3.7% | -2.0% | -0.1% |
| 30D | -4.1% | -2.3% | -1.8% | -3.0% |
| 3M | -22.5% | +3.8% | -26.3% | -24.0% |
| 6M | +7.3% | +9.7% | -2.4% | +2.0% |
| YTD | +18.4% | -1.4% | +19.8% | +18.3% |
| 1Y | +18.1% | +8.2% | +9.9% | +12.3% |
| 3Y | -2.8% | +66.5% | -69.3% | -26.0% |
| 5Y | +5.5% | +1.2% | +4.3% | -2.3% |
| 10Y | +185.8% | +191.4% | -5.6% | +55.3% |
| All | +332.3% | +124.8% | +207.5% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling