-13.2%
MCHP vs ALM
+909.2%
-922.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.4% | -1.6% |
| 7D | +5.7% | +1.2% | +4.5% | +5.5% |
| 30D | -13.4% | -19.3% | +5.9% | -11.3% |
| 3M | -20.1% | -40.6% | +20.5% | -15.6% |
| 6M | -35.5% | -57.9% | +22.4% | -29.9% |
| YTD | -1.6% | -6.7% | +5.1% | -0.3% |
| 1Y | +15.5% | +20.2% | -4.7% | +14.3% |
| 3Y | -13.2% | +879.4% | -892.6% | -30.2% |
| All | -13.2% | +909.2% | -922.4% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling