+75.5%
ASML vs MCHP
-25.5%
+101.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -10.0% | +15.0% | +11.1% |
| 7D | -9.0% | -24.6% | +15.5% | +7.0% |
| 30D | -21.0% | -25.2% | +4.3% | -6.5% |
| 3M | -16.3% | -21.1% | +4.8% | -5.2% |
| 6M | -7.5% | -42.7% | +35.2% | +26.8% |
| YTD | +34.0% | -6.9% | +40.9% | +33.2% |
| 1Y | +39.3% | +0.9% | +38.4% | +30.5% |
| 3Y | +128.9% | -16.2% | +145.1% | +125.6% |
| All | +75.5% | -25.5% | +101.0% | +75.3% |
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