-13.2%
MCHP vs HAL
-5.8%
-7.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.8% | -2.1% |
| 7D | +5.7% | +6.1% | -0.4% | +2.8% |
| 30D | -13.4% | +2.9% | -16.3% | -14.6% |
| 3M | -20.1% | +3.3% | -23.5% | -21.6% |
| 6M | -35.5% | -16.9% | -18.6% | -30.0% |
| YTD | -1.6% | +21.2% | -22.7% | -15.2% |
| 1Y | +15.5% | +27.5% | -12.1% | -3.6% |
| 3Y | -13.2% | -6.4% | -6.7% | -25.5% |
| All | -13.2% | -5.8% | -7.4% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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