+981.7%
MCHP vs GME
+1,066.0%
-84.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +2.8% | +0.4% | +2.3% | +2.7% |
| 30D | -12.8% | -1.4% | -11.4% | -12.7% |
| 3M | -19.2% | -15.1% | -4.1% | -18.3% |
| 6M | +14.5% | -22.5% | +37.0% | +16.4% |
| YTD | +17.1% | -5.9% | +23.0% | +17.2% |
| 1Y | +15.3% | -18.6% | +34.0% | +16.5% |
| 3Y | +0.5% | +6.7% | -6.2% | -8.8% |
| 5Y | +6.1% | -62.0% | +68.1% | -0.4% |
| 10Y | +192.2% | +239.5% | -47.2% | +15.3% |
| All | +981.7% | +1,066.0% | -84.3% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling