+13,988.6%
CSCO vs MCHP
+41,346.2%
-27,357.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +3.0% |
| 7D | +2.7% | 0.0% | +2.6% | +2.7% |
| 30D | -9.5% | -6.0% | -3.5% | -7.4% |
| 3M | -7.6% | -19.7% | +12.1% | -1.3% |
| 6M | +44.9% | +14.0% | +30.9% | +34.9% |
| YTD | +47.7% | +18.4% | +29.3% | +34.5% |
| 1Y | +69.1% | +17.1% | +52.0% | +53.0% |
| 3Y | +113.5% | +0.7% | +112.8% | +87.8% |
| 5Y | +122.8% | +5.1% | +117.7% | +84.0% |
| 10Y | +389.1% | +206.3% | +182.8% | +143.2% |
| All | +13,988.6% | +41,346.2% | -27,357.6% | +1,253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling