+0.7%
MCHP vs GME
+18.5%
-17.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | -0.1% | +3.5% |
| 7D | 0.0% | +10.4% | -10.3% | -0.5% |
| 30D | -6.0% | +14.1% | -20.1% | -6.7% |
| 3M | -19.7% | -4.6% | -15.0% | -19.6% |
| 6M | +14.0% | -13.5% | +27.6% | +14.7% |
| YTD | +18.4% | +5.3% | +13.1% | +17.7% |
| 1Y | +17.1% | -14.9% | +32.0% | +17.7% |
| 3Y | +0.7% | +24.3% | -23.6% | -5.9% |
| All | +0.7% | +18.5% | -17.8% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling