+199.5%
MCHP vs IDXX
+360.5%
-161.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.9% |
| 7D | 0.0% | -5.7% | +5.8% | +3.2% |
| 30D | -6.0% | -11.5% | +5.5% | 0.0% |
| 3M | -19.7% | -9.5% | -10.1% | -16.3% |
| 6M | +14.0% | -16.0% | +30.0% | +22.9% |
| YTD | +18.4% | -25.4% | +43.8% | +35.9% |
| 1Y | +17.1% | -21.8% | +38.9% | +29.4% |
| 3Y | +0.7% | +7.0% | -6.3% | -12.6% |
| 5Y | +5.1% | -26.0% | +31.1% | +9.6% |
| All | +199.5% | +360.5% | -161.0% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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