+1.4%
MCHP vs GME
-58.9%
+60.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.2% |
| 7D | -2.1% | +6.0% | -8.1% | -2.7% |
| 30D | -11.1% | +8.3% | -19.5% | -11.8% |
| 3M | -18.1% | -9.1% | -9.0% | -17.5% |
| 6M | +10.8% | -16.3% | +27.1% | +12.2% |
| YTD | +14.2% | +1.5% | +12.7% | +13.4% |
| 1Y | +13.5% | -16.3% | +29.8% | +14.6% |
| 3Y | -2.0% | +15.1% | -17.1% | -17.4% |
| 5Y | +1.4% | -57.2% | +58.6% | -10.6% |
| All | +1.4% | -58.9% | +60.3% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling