+199.5%
MCHP vs EQIX
+246.8%
-47.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +2.9% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | -6.0% | -2.5% | -3.6% | -4.8% |
| 3M | -19.7% | 0.0% | -19.6% | -20.1% |
| 6M | +14.0% | +7.6% | +6.4% | +9.4% |
| YTD | +18.4% | +37.5% | -19.1% | -1.2% |
| 1Y | +17.1% | +32.9% | -15.8% | -0.8% |
| 3Y | +0.7% | +42.8% | -42.0% | -18.7% |
| 5Y | +5.1% | +35.8% | -30.7% | -15.3% |
| All | +199.5% | +246.8% | -47.3% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 10y: compounded portfolio wealth divided by compounded EQIX 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…
10y analysis · Full analysis span regression · 6 months rolling