+2,696.4%
GLW vs MCHP
+41,329.5%
-38,633.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.2% | +5.2% |
| 7D | +3.8% | +1.7% | +2.1% | +3.2% |
| 30D | -1.3% | -4.1% | +2.7% | 0.0% |
| 3M | -21.8% | -22.5% | +0.7% | -13.7% |
| 6M | +6.9% | +7.3% | -0.4% | +6.1% |
| YTD | +77.2% | +18.4% | +58.8% | +68.8% |
| 1Y | +123.2% | +18.1% | +105.1% | +111.6% |
| 3Y | +400.0% | -2.8% | +402.8% | +376.2% |
| 5Y | +342.8% | +5.5% | +337.3% | +298.5% |
| 10Y | +771.4% | +185.8% | +585.6% | +443.0% |
| All | +2,696.4% | +41,329.5% | -38,633.1% | +824.3% |
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