+1,170.8%
AMAT vs MCHP
+126.6%
+1,044.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -10.0% | +14.2% | +11.7% |
| 7D | -14.7% | -24.6% | +9.8% | +4.6% |
| 30D | -36.1% | -25.2% | -10.9% | -21.3% |
| 3M | -36.9% | -21.1% | -15.8% | -26.1% |
| 6M | -22.2% | -42.7% | +20.5% | +16.9% |
| YTD | +29.9% | -6.9% | +36.8% | +33.3% |
| 1Y | +43.3% | +0.9% | +42.4% | +36.8% |
| 3Y | +142.7% | -16.2% | +158.9% | +141.2% |
| 5Y | +126.2% | -24.1% | +150.3% | +142.2% |
| All | +1,170.8% | +126.6% | +1,044.2% | +455.0% |
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