-21.1%
MCHP vs AXP
-8.0%
-13.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.2% | -8.8% | -9.3% |
| 7D | -24.6% | +0.6% | -25.1% | -23.8% |
| 30D | -25.2% | +5.8% | -31.0% | -25.6% |
| 3M | -21.1% | -6.0% | -15.0% | -20.6% |
| All | -21.1% | -8.0% | -13.1% | -20.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling