+427.7%
MCHP vs ALM
+7,705.7%
-7,278.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.5% |
| 7D | +1.7% | -2.6% | +4.3% | +1.7% |
| 30D | -4.1% | +32.0% | -36.1% | -4.2% |
| 3M | -22.5% | -15.0% | -7.5% | -22.5% |
| 6M | +7.3% | -10.1% | +17.4% | +7.3% |
| YTD | +18.4% | +99.4% | -81.1% | +18.1% |
| 1Y | +18.1% | +316.4% | -298.2% | +17.6% |
| 3Y | -2.8% | +2,022.0% | -2,024.8% | -3.7% |
| 5Y | +5.5% | +941.2% | -935.7% | +4.6% |
| 10Y | +185.8% | +2,950.3% | -2,764.5% | +183.0% |
| All | +427.7% | +7,705.7% | -7,278.1% | +422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling