+147.1%
AMAT vs MCHP
-18.8%
+165.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.3% |
| 7D | +11.4% | +5.7% | +5.6% | +7.4% |
| 30D | -17.0% | -13.4% | -3.6% | -8.6% |
| 3M | -30.6% | -20.1% | -10.5% | -19.1% |
| 6M | -14.9% | -35.5% | +20.6% | +15.3% |
| YTD | +44.7% | -1.6% | +46.2% | +44.3% |
| 1Y | +66.9% | +15.5% | +51.4% | +47.6% |
| 3Y | +153.3% | -13.2% | +166.5% | +155.8% |
| All | +147.1% | -18.8% | +165.9% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling