+308.5%
CSCO vs MCHP
+134.0%
+174.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.1% |
| 7D | +1.9% | +5.7% | -3.8% | +0.3% |
| 30D | -15.8% | -13.4% | -2.4% | -12.5% |
| 3M | -15.4% | -20.1% | +4.7% | -10.0% |
| 6M | -5.4% | -35.5% | +30.1% | +5.9% |
| YTD | +26.5% | -1.6% | +28.0% | +23.3% |
| 1Y | +25.9% | +15.5% | +10.4% | +16.5% |
| 3Y | +97.5% | -13.2% | +110.7% | +85.9% |
| 5Y | +93.0% | -17.5% | +110.5% | +77.1% |
| All | +308.5% | +134.0% | +174.5% | +142.6% |
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