+0.7%
MCHP vs ADSK
-3.2%
+3.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | 0.0% | -2.5% | +2.6% | +0.9% |
| 30D | -6.0% | -14.9% | +8.8% | -1.0% |
| 3M | -19.7% | +3.3% | -23.0% | -22.8% |
| 6M | +14.0% | -15.7% | +29.7% | +19.3% |
| YTD | +18.4% | -28.2% | +46.7% | +37.6% |
| 1Y | +17.1% | -34.5% | +51.7% | +45.8% |
| 3Y | +0.7% | -2.9% | +3.6% | -8.9% |
| All | +0.7% | -3.2% | +3.9% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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