+35,118.3%
MCHP vs CSX
+4,826.7%
+30,291.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.6% | +4.1% |
| 7D | -19.2% | -2.2% | -17.0% | -18.2% |
| 30D | -18.6% | +6.8% | -25.4% | -21.1% |
| 3M | -26.9% | +0.7% | -27.6% | -27.2% |
| 6M | -37.2% | +13.3% | -50.5% | -41.2% |
| YTD | -1.8% | +40.5% | -42.4% | -16.7% |
| 1Y | +12.1% | +44.7% | -32.5% | -5.9% |
| 3Y | -10.0% | +74.5% | -84.5% | -30.6% |
| 5Y | -17.3% | +52.0% | -69.3% | -32.0% |
| 10Y | +131.0% | +412.6% | -281.6% | +14.3% |
| All | +35,118.3% | +4,826.7% | +30,291.6% | +7,247.1% |
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