+335.4%
AVGO vs MCHP
-3.5%
+338.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.1% |
| 7D | +1.0% | -2.1% | +3.1% | +2.0% |
| 30D | -13.3% | -11.1% | -2.2% | -8.6% |
| 3M | -2.9% | -18.1% | +15.2% | +5.2% |
| 6M | +5.7% | +10.8% | -5.1% | -1.1% |
| YTD | +4.6% | +14.2% | -9.6% | -5.1% |
| 1Y | -1.6% | +13.5% | -15.1% | -11.2% |
| All | +335.4% | -3.5% | +338.9% | +314.1% |
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