+359.9%
CSCO vs MCHP
+196.2%
+163.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.2% |
| 7D | -1.1% | -2.1% | +1.0% | -0.5% |
| 30D | -10.8% | -11.1% | +0.3% | -7.7% |
| 3M | -9.2% | -18.1% | +8.9% | -4.7% |
| 6M | +39.5% | +10.8% | +28.8% | +32.9% |
| YTD | +41.5% | +14.2% | +27.3% | +32.6% |
| 1Y | +61.0% | +13.5% | +47.5% | +50.0% |
| 3Y | +105.2% | -2.0% | +107.2% | +86.9% |
| 5Y | +113.4% | +1.4% | +112.1% | +83.5% |
| All | +359.9% | +196.2% | +163.7% | +144.4% |
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