+192.2%
MCHP vs AXP
+465.7%
-273.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +2.8% | +0.6% | +2.2% | +2.3% |
| 30D | -12.8% | -4.3% | -8.5% | -10.3% |
| 3M | -19.2% | +4.7% | -23.9% | -22.0% |
| 6M | +14.5% | +9.0% | +5.6% | +7.1% |
| YTD | +17.1% | -11.1% | +28.3% | +24.6% |
| 1Y | +15.3% | +1.3% | +14.0% | +12.0% |
| 3Y | +0.5% | +114.5% | -114.0% | -39.7% |
| 5Y | +6.1% | +118.0% | -112.0% | -38.2% |
| 10Y | +192.2% | +464.9% | -272.7% | +9.8% |
| All | +192.2% | +465.7% | -273.4% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling