+524.5%
GLW vs MCHP
+134.0%
+390.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.2% |
| 7D | +7.5% | +5.7% | +1.8% | +5.0% |
| 30D | -19.0% | -13.4% | -5.6% | -13.5% |
| 3M | -27.9% | -20.1% | -7.8% | -19.7% |
| 6M | -44.6% | -35.5% | -9.1% | -31.2% |
| YTD | +31.0% | -1.6% | +32.5% | +34.8% |
| 1Y | +39.7% | +15.5% | +24.2% | +33.9% |
| 3Y | +338.2% | -13.2% | +351.4% | +334.9% |
| 5Y | +228.4% | -17.5% | +245.9% | +216.3% |
| All | +524.5% | +134.0% | +390.5% | +227.9% |
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