+199.5%
MCHP vs GDDY
+207.2%
-7.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +2.9% |
| 7D | 0.0% | -3.2% | +3.2% | +1.3% |
| 30D | -6.0% | +6.8% | -12.8% | -9.9% |
| 3M | -19.7% | +30.5% | -50.1% | -32.8% |
| 6M | +14.0% | +13.3% | +0.7% | 0.0% |
| YTD | +18.4% | -21.0% | +39.4% | +24.0% |
| 1Y | +17.1% | -34.0% | +51.1% | +35.7% |
| 3Y | +0.7% | +33.1% | -32.4% | -26.1% |
| 5Y | +5.1% | +30.3% | -25.2% | -23.3% |
| All | +199.5% | +207.2% | -7.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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