+3,805.5%
IBM vs MCHP
+41,329.5%
-37,523.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.2% |
| 7D | -0.3% | +1.7% | -2.0% | -0.7% |
| 30D | +0.3% | -4.1% | +4.4% | +0.9% |
| 3M | -21.6% | -22.5% | +0.9% | -18.6% |
| 6M | -4.7% | +7.3% | -12.0% | -8.8% |
| YTD | -19.1% | +18.4% | -37.5% | -24.5% |
| 1Y | -2.5% | +18.1% | -20.6% | -9.6% |
| 3Y | +74.2% | -2.8% | +76.9% | +61.1% |
| 5Y | +113.1% | +5.5% | +107.6% | +87.4% |
| 10Y | +133.5% | +185.8% | -52.3% | +56.5% |
| All | +3,805.5% | +41,329.5% | -37,523.9% | +1,132.2% |
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