+151.4%
ADBE vs MCHP
+207.0%
-55.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.1% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | -2.5% | -6.0% | +3.5% | -0.6% |
| 3M | +15.3% | -19.7% | +35.0% | +21.2% |
| 6M | -7.8% | +14.0% | -21.9% | -17.6% |
| YTD | -27.9% | +18.4% | -46.4% | -37.3% |
| 1Y | -28.0% | +17.1% | -45.2% | -37.8% |
| 3Y | -55.3% | +0.7% | -56.0% | -62.2% |
| 5Y | -61.7% | +5.1% | -66.8% | -69.2% |
| All | +151.4% | +207.0% | -55.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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