+463.3%
GLW vs MCHP
+0.1%
+463.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.6% | +8.0% |
| 7D | +14.0% | +2.8% | +11.3% | +12.7% |
| 30D | +0.4% | -12.8% | +13.2% | +6.2% |
| 3M | -11.3% | -19.2% | +7.9% | -2.7% |
| 6M | +35.1% | +14.5% | +20.5% | +34.5% |
| YTD | +90.5% | +17.1% | +73.4% | +87.3% |
| 1Y | +132.0% | +15.3% | +116.7% | +128.2% |
| 3Y | +463.3% | +0.5% | +462.9% | +429.4% |
| All | +463.3% | +0.1% | +463.3% | +429.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling