+188.9%
MCHP vs AXON
+1,813.9%
-1,625.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | -2.1% | -11.0% | +8.9% | +0.8% |
| 30D | -11.1% | -24.7% | +13.6% | -4.8% |
| 3M | -18.1% | +7.0% | -25.1% | -21.0% |
| 6M | +10.8% | -9.6% | +20.4% | +10.2% |
| YTD | +14.2% | -15.7% | +29.9% | +14.3% |
| 1Y | +13.5% | -35.9% | +49.4% | +21.8% |
| 3Y | -2.0% | +123.0% | -125.0% | -33.2% |
| 5Y | +1.4% | +166.3% | -164.9% | -37.9% |
| All | +188.9% | +1,813.9% | -1,625.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AXON 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling