+1.4%
MCHP vs ALM
+856.4%
-855.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.6% | +7.6% | -1.1% |
| 7D | -2.1% | -7.1% | +5.0% | -1.5% |
| 30D | -11.1% | +24.7% | -35.8% | -13.0% |
| 3M | -18.1% | +8.3% | -26.4% | -19.1% |
| 6M | +10.8% | -22.2% | +32.9% | +11.2% |
| YTD | +14.2% | +88.1% | -73.8% | +8.7% |
| 1Y | +13.5% | +272.4% | -258.9% | +3.5% |
| 3Y | -2.0% | +2,004.1% | -2,006.1% | -20.1% |
| 5Y | +1.4% | +915.8% | -914.4% | -15.8% |
| All | +1.4% | +856.4% | -855.0% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling