+77.4%
IBM vs MCHP
-1.6%
+78.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.4% |
| 7D | +3.6% | +0.3% | +3.2% | +3.5% |
| 30D | +1.5% | -9.8% | +11.3% | +2.2% |
| 3M | -12.9% | -19.7% | +6.8% | -12.1% |
| 6M | -3.9% | +13.6% | -17.5% | -8.0% |
| YTD | -17.3% | +16.5% | -33.9% | -21.5% |
| 1Y | -5.0% | +15.7% | -20.7% | -10.0% |
| All | +77.4% | -1.6% | +78.9% | +62.3% |
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 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