+26.2%
MCHP vs GLXY
+3.8%
+22.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.5% | +3.5% |
| 7D | 0.0% | -7.3% | +7.4% | +1.2% |
| 30D | -6.0% | +15.7% | -21.8% | -8.5% |
| 3M | -19.7% | -26.7% | +7.0% | -17.2% |
| 6M | +14.0% | +13.7% | +0.3% | +10.7% |
| YTD | +18.4% | +9.1% | +9.3% | +14.0% |
| 1Y | +17.1% | -15.5% | +32.6% | +18.5% |
| All | +26.2% | +3.8% | +22.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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