+2,770.9%
AVGO vs MCHP
+207.0%
+2,563.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.3% | -1.7% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | -13.0% | -6.0% | -7.0% | -10.1% |
| 3M | -6.0% | -19.7% | +13.7% | +4.5% |
| 6M | +6.4% | +14.0% | -7.7% | -4.1% |
| YTD | +5.0% | +18.4% | -13.5% | -9.1% |
| 1Y | +1.4% | +17.1% | -15.7% | -12.7% |
| 3Y | +336.8% | +0.7% | +336.1% | +282.3% |
| 5Y | +698.2% | +5.1% | +693.1% | +555.4% |
| All | +2,770.9% | +207.0% | +2,563.9% | +1,018.0% |
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