+274.4%
KLAC vs MCHP
0.0%
+274.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | -0.3% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -13.2% | -6.0% | -7.1% | -9.7% |
| 3M | -25.0% | -19.7% | -5.3% | -13.7% |
| 6M | +23.6% | +14.0% | +9.6% | +15.6% |
| YTD | +49.2% | +18.4% | +30.8% | +36.0% |
| 1Y | +89.3% | +17.1% | +72.2% | +72.3% |
| 3Y | +274.4% | +0.7% | +273.6% | +282.0% |
| All | +274.4% | 0.0% | +274.3% | +282.0% |
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