+34,448.3%
MCHP vs CSX
+4,885.3%
+29,563.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.5% |
| 7D | -22.6% | +0.7% | -23.3% | -22.6% |
| 30D | -20.1% | +8.1% | -28.2% | -23.0% |
| 3M | -25.4% | +2.2% | -27.6% | -26.3% |
| 6M | -38.4% | +14.6% | -53.0% | -42.6% |
| YTD | -3.7% | +42.2% | -45.9% | -18.7% |
| 1Y | +11.7% | +47.3% | -35.6% | -7.0% |
| 3Y | -16.1% | +73.5% | -89.6% | -35.2% |
| 5Y | -16.9% | +54.1% | -71.0% | -32.1% |
| 10Y | +133.4% | +409.0% | -275.6% | +15.7% |
| All | +34,448.3% | +4,885.3% | +29,563.0% | +7,066.5% |
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