+199.5%
MCHP vs ALNY
+260.0%
-60.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | 0.0% | -6.5% | +6.6% | +1.1% |
| 30D | -6.0% | +11.0% | -17.1% | -7.8% |
| 3M | -19.7% | -14.1% | -5.6% | -19.0% |
| 6M | +14.0% | -22.4% | +36.4% | +16.9% |
| YTD | +18.4% | -37.5% | +55.9% | +25.8% |
| 1Y | +17.1% | -46.9% | +64.0% | +27.7% |
| 3Y | +0.7% | +22.1% | -21.4% | -7.6% |
| 5Y | +5.1% | +31.2% | -26.1% | -7.9% |
| All | +199.5% | +260.0% | -60.5% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling