+82.2%
IBM vs MCHP
-13.2%
+95.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +1.6% | +5.7% | -4.1% | +1.2% |
| 30D | +9.2% | -13.4% | +22.6% | +10.2% |
| 3M | +4.9% | -20.1% | +25.1% | +6.3% |
| 6M | +16.8% | -35.5% | +52.3% | +19.4% |
| YTD | -14.3% | -1.6% | -12.7% | -17.7% |
| 1Y | -16.7% | +15.5% | -32.2% | -22.0% |
| 3Y | +82.2% | -13.2% | +95.4% | +69.4% |
| All | +82.2% | -13.2% | +95.4% | +69.4% |
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