+164.9%
ASML vs MCHP
-2.1%
+167.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +3.5% |
| 7D | +1.1% | +1.7% | -0.6% | +0.3% |
| 30D | +2.2% | -4.1% | +6.3% | +3.6% |
| 3M | -2.3% | -22.5% | +20.2% | +10.2% |
| 6M | +23.0% | +7.3% | +15.7% | +17.6% |
| YTD | +61.1% | +18.4% | +42.7% | +45.4% |
| 1Y | +129.1% | +18.1% | +111.0% | +105.3% |
| All | +164.9% | -2.1% | +167.0% | +169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling