+29.9%
MCHP vs AXP
-6.4%
+36.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -4.2% |
| 7D | -5.4% | +4.6% | -10.0% | -7.2% |
| 30D | -7.5% | +9.7% | -17.3% | -11.2% |
| 3M | -6.0% | -3.8% | -2.3% | -4.6% |
| 6M | -20.1% | +4.8% | -24.9% | -22.0% |
| YTD | +20.2% | -9.1% | +29.3% | +26.3% |
| 1Y | +29.9% | -6.7% | +36.6% | +32.5% |
| All | +29.9% | -6.4% | +36.3% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling