+3.0%
MCHP vs GDDY
+29.8%
-26.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.9% |
| 30D | -6.0% | +6.8% | -12.8% | -8.7% |
| 3M | -19.7% | +30.5% | -50.1% | -29.8% |
| 6M | +14.0% | +13.3% | +0.7% | +3.5% |
| YTD | +18.4% | -21.0% | +39.4% | +27.5% |
| 1Y | +17.1% | -34.0% | +51.1% | +39.2% |
| 3Y | +0.7% | +33.1% | -32.4% | -26.5% |
| All | +3.0% | +29.8% | -26.8% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling