+10.8%
MCHP vs ADSK
-18.8%
+29.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -1.2% |
| 7D | -2.1% | -10.9% | +8.8% | -5.5% |
| 30D | -11.1% | -15.9% | +4.8% | -15.5% |
| 3M | -18.1% | -4.4% | -13.7% | -15.2% |
| 6M | +10.8% | -16.6% | +27.4% | +15.0% |
| All | +10.8% | -18.8% | +29.6% | +15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling