+11,963.3%
CSCO vs MCHP
+34,352.9%
-22,389.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.0% |
| 7D | +1.9% | +5.7% | -3.8% | -0.1% |
| 30D | -15.8% | -13.4% | -2.4% | -11.7% |
| 3M | -15.4% | -20.1% | +4.7% | -8.8% |
| 6M | -5.4% | -35.5% | +30.1% | +8.4% |
| YTD | +26.5% | -1.6% | +28.0% | +22.3% |
| 1Y | +25.9% | +15.5% | +10.4% | +14.3% |
| 3Y | +97.5% | -13.2% | +110.7% | +82.7% |
| 5Y | +93.0% | -17.5% | +110.5% | +73.8% |
| 10Y | +308.6% | +136.0% | +172.7% | +122.4% |
| All | +11,963.3% | +34,352.9% | -22,389.6% | +1,130.7% |
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