+199.5%
MCHP vs HPQ
+259.7%
-60.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.7% | -1.2% |
| 7D | 0.0% | +9.8% | -9.7% | -5.6% |
| 30D | -6.0% | +22.4% | -28.4% | -17.6% |
| 3M | -19.7% | +45.2% | -64.8% | -37.1% |
| 6M | +14.0% | +96.4% | -82.4% | -29.4% |
| YTD | +18.4% | +65.4% | -47.0% | -18.6% |
| 1Y | +17.1% | +31.6% | -14.5% | -7.0% |
| 3Y | +0.7% | +37.0% | -36.3% | -23.1% |
| 5Y | +5.1% | +53.0% | -47.9% | -26.2% |
| All | +199.5% | +259.7% | -60.3% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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