+33,314.4%
MCHP vs AXP
+7,206.5%
+26,108.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.2% | -8.8% | -9.4% |
| 7D | -24.6% | +0.6% | -25.1% | -24.7% |
| 30D | -25.2% | +5.8% | -31.0% | -27.2% |
| 3M | -21.1% | -6.0% | -15.0% | -18.7% |
| 6M | -42.7% | +0.3% | -43.0% | -42.9% |
| YTD | -6.9% | -12.3% | +5.4% | -1.8% |
| 1Y | +0.9% | -11.2% | +12.1% | +5.9% |
| 3Y | -16.2% | +117.0% | -133.3% | -41.8% |
| 5Y | -24.1% | +93.2% | -117.3% | -44.7% |
| 10Y | +134.1% | +461.2% | -327.1% | +4.2% |
| All | +33,314.4% | +7,206.5% | +26,108.0% | +4,105.8% |
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 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