+45.9%
CSCO vs MCHP
+25.9%
+20.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.3% |
| 7D | -6.1% | -5.4% | -0.7% | -5.0% |
| 30D | -8.2% | -7.5% | -0.6% | -6.7% |
| 3M | -14.6% | -6.0% | -8.5% | -13.7% |
| 6M | +12.7% | -20.1% | +32.8% | +16.3% |
| YTD | +37.0% | +20.2% | +16.7% | +32.8% |
| 1Y | +45.9% | +29.9% | +16.0% | +40.2% |
| All | +45.9% | +25.9% | +20.0% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling