+42,373.9%
MCHP vs CSX
+4,722.3%
+37,651.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.0% |
| 7D | +1.7% | -3.4% | +5.1% | +3.3% |
| 30D | -4.1% | -3.1% | -1.0% | -2.7% |
| 3M | -22.5% | +7.2% | -29.7% | -25.3% |
| 6M | +7.3% | +16.2% | -8.9% | -0.3% |
| YTD | +18.4% | +37.5% | -19.2% | +1.6% |
| 1Y | +18.1% | +53.2% | -35.1% | -3.6% |
| 3Y | -2.8% | +68.2% | -71.0% | -23.7% |
| 5Y | +5.5% | +65.2% | -59.7% | -16.4% |
| 10Y | +185.8% | +504.1% | -318.3% | +32.6% |
| All | +42,373.9% | +4,722.3% | +37,651.6% | +8,857.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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