+134.5%
IBM vs MCHP
+196.2%
-61.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | -0.3% | -2.1% | +1.8% | +0.1% |
| 30D | -1.8% | -11.1% | +9.3% | +0.5% |
| 3M | -13.5% | -18.1% | +4.6% | -11.4% |
| 6M | -5.1% | +10.8% | -15.9% | -10.5% |
| YTD | -19.4% | +14.2% | -33.6% | -25.0% |
| 1Y | -6.5% | +13.5% | -20.0% | -13.5% |
| 3Y | +73.8% | -2.0% | +75.8% | +58.6% |
| 5Y | +116.3% | +1.4% | +114.9% | +86.5% |
| All | +134.5% | +196.2% | -61.7% | +33.1% |
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