+42,373.9%
MCHP vs AXP
+7,301.2%
+35,072.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +2.0% |
| 7D | +1.7% | -2.1% | +3.8% | +2.8% |
| 30D | -4.1% | -6.5% | +2.5% | -0.9% |
| 3M | -22.5% | +4.6% | -27.2% | -24.3% |
| 6M | +7.3% | +5.4% | +1.9% | +4.1% |
| YTD | +18.4% | -11.1% | +29.5% | +24.1% |
| 1Y | +18.1% | -0.3% | +18.4% | +17.0% |
| 3Y | -2.8% | +111.6% | -114.4% | -31.8% |
| 5Y | +5.5% | +117.6% | -112.1% | -27.4% |
| 10Y | +185.8% | +474.1% | -288.3% | +25.5% |
| All | +42,373.9% | +7,301.2% | +35,072.6% | +5,211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling