+0.7%
MCHP vs IDXX
+7.6%
-6.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | 0.0% | -5.7% | +5.8% | +2.3% |
| 30D | -6.0% | -11.5% | +5.5% | -1.7% |
| 3M | -19.7% | -9.5% | -10.1% | -17.2% |
| 6M | +14.0% | -16.0% | +30.0% | +20.7% |
| YTD | +18.4% | -25.4% | +43.8% | +31.8% |
| 1Y | +17.1% | -21.8% | +38.9% | +26.7% |
| 3Y | +0.7% | +7.0% | -6.3% | -16.4% |
| All | +0.7% | +7.6% | -6.8% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling