-17.3%
MCHP vs AXP
+86.8%
-104.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.2% |
| 7D | +5.7% | -0.1% | +5.8% | +5.8% |
| 30D | -13.4% | +4.4% | -17.9% | -16.0% |
| 3M | -20.1% | -6.4% | -13.7% | -16.3% |
| 6M | -35.5% | +4.2% | -39.7% | -37.9% |
| YTD | -1.6% | -12.4% | +10.8% | +6.6% |
| 1Y | +15.5% | -11.1% | +26.6% | +23.7% |
| 3Y | -13.2% | +114.9% | -128.0% | -51.1% |
| All | -17.3% | +86.8% | -104.1% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling