+137.7%
MCHP vs AXP
+428.9%
-291.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | -17.5% | -2.9% | -14.7% | -15.6% |
| 30D | -15.8% | +3.7% | -19.6% | -17.8% |
| 3M | -22.9% | -4.9% | -18.0% | -20.3% |
| 6M | -36.6% | +4.1% | -40.6% | -38.6% |
| YTD | -0.8% | -11.7% | +10.8% | +6.1% |
| 1Y | +16.5% | -11.7% | +28.3% | +24.8% |
| 3Y | -13.6% | +116.5% | -130.1% | -48.7% |
| 5Y | -17.0% | +89.5% | -106.5% | -47.3% |
| 10Y | +137.7% | +424.9% | -287.2% | -16.3% |
| All | +137.7% | +428.9% | -291.2% | -16.3% |
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