+376.1%
GLW vs MCHP
+1.5%
+374.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.4% |
| 7D | +11.7% | -2.1% | +13.8% | +12.7% |
| 30D | +2.7% | -11.1% | +13.8% | +7.9% |
| 3M | -2.8% | -18.1% | +15.3% | +6.5% |
| 6M | +20.2% | +10.8% | +9.4% | +19.5% |
| YTD | +87.3% | +14.2% | +73.0% | +83.0% |
| 1Y | +119.6% | +13.5% | +106.1% | +113.9% |
| 3Y | +453.7% | -2.0% | +455.7% | +430.2% |
| 5Y | +376.1% | +1.4% | +374.7% | +317.0% |
| All | +376.1% | +1.5% | +374.6% | +317.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling