+42,391.0%
MCHP vs IDXX
+23,477.2%
+18,913.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | 0.0% | -5.7% | +5.8% | +2.0% |
| 30D | -6.0% | -11.5% | +5.5% | -2.4% |
| 3M | -19.7% | -9.5% | -10.1% | -17.6% |
| 6M | +14.0% | -16.0% | +30.0% | +19.5% |
| YTD | +18.4% | -25.4% | +43.8% | +28.8% |
| 1Y | +17.1% | -21.8% | +38.9% | +24.8% |
| 3Y | +0.7% | +7.0% | -6.3% | -4.9% |
| 5Y | +5.1% | -26.0% | +31.1% | +10.2% |
| 10Y | +206.3% | +358.9% | -152.6% | +89.8% |
| All | +42,391.0% | +23,477.2% | +18,913.8% | +8,422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling