+0.7%
MCHP vs GDDY
+30.8%
-30.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.4% |
| 7D | 0.0% | -3.2% | +3.2% | +0.4% |
| 30D | -6.0% | +6.8% | -12.8% | -7.1% |
| 3M | -19.7% | +30.5% | -50.1% | -25.0% |
| 6M | +14.0% | +13.3% | +0.7% | +8.9% |
| YTD | +18.4% | -21.0% | +39.4% | +30.2% |
| 1Y | +17.1% | -34.0% | +51.1% | +39.6% |
| 3Y | +0.7% | +33.1% | -32.4% | -19.1% |
| All | +0.7% | +30.8% | -30.1% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling