+17.1%
MCHP vs ALM
+247.3%
-230.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.5% | +10.2% | +4.7% |
| 7D | 0.0% | -11.8% | +11.9% | +1.8% |
| 30D | -6.0% | +7.8% | -13.8% | -7.7% |
| 3M | -19.7% | -9.3% | -10.4% | -19.7% |
| 6M | +14.0% | -30.5% | +44.5% | +15.2% |
| YTD | +18.4% | +75.8% | -57.4% | +12.1% |
| 1Y | +17.1% | +241.2% | -224.1% | +15.5% |
| All | +17.1% | +247.3% | -230.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling