+61.0%
CSCO vs MCHP
+13.2%
+47.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.4% |
| 7D | -1.1% | -2.1% | +1.0% | -0.7% |
| 30D | -10.8% | -11.1% | +0.3% | -8.8% |
| 3M | -9.2% | -18.1% | +8.9% | -6.1% |
| 6M | +39.5% | +10.8% | +28.8% | +37.2% |
| YTD | +41.5% | +14.2% | +27.3% | +38.2% |
| 1Y | +61.0% | +13.5% | +47.5% | +58.1% |
| All | +61.0% | +13.2% | +47.8% | +58.1% |
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 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