+123.2%
GLW vs MCHP
+18.9%
+104.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.2% | +4.7% |
| 7D | +3.8% | +1.7% | +2.1% | +2.6% |
| 30D | -1.3% | -4.1% | +2.7% | +1.2% |
| 3M | -21.8% | -22.5% | +0.7% | -7.5% |
| 6M | +6.9% | +7.3% | -0.4% | +11.8% |
| YTD | +77.2% | +18.4% | +58.8% | +77.5% |
| 1Y | +123.2% | +18.1% | +105.1% | +128.5% |
| All | +123.2% | +18.9% | +104.3% | +128.5% |
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