+199.5%
MCHP vs GME
+285.6%
-86.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | -0.1% | +3.5% |
| 7D | 0.0% | +10.4% | -10.3% | -0.3% |
| 30D | -6.0% | +14.1% | -20.1% | -6.5% |
| 3M | -19.7% | -4.6% | -15.0% | -19.6% |
| 6M | +14.0% | -13.5% | +27.6% | +14.5% |
| YTD | +18.4% | +5.3% | +13.1% | +17.9% |
| 1Y | +17.1% | -14.9% | +32.0% | +17.6% |
| 3Y | +0.7% | +24.3% | -23.6% | -4.3% |
| 5Y | +5.1% | -55.6% | +60.7% | +1.1% |
| All | +199.5% | +285.6% | -86.2% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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