+199.5%
MCHP vs KMX
+11.6%
+187.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.3% | +3.1% |
| 7D | 0.0% | -3.1% | +3.2% | +1.4% |
| 30D | -6.0% | +4.4% | -10.5% | -8.0% |
| 3M | -19.7% | +18.9% | -38.6% | -26.2% |
| 6M | +14.0% | +44.3% | -30.3% | -5.3% |
| YTD | +18.4% | +58.7% | -40.3% | -6.7% |
| 1Y | +17.1% | +0.1% | +17.0% | +9.9% |
| 3Y | +0.7% | -24.4% | +25.1% | +5.2% |
| 5Y | +5.1% | -54.4% | +59.5% | +31.2% |
| All | +199.5% | +11.6% | +187.8% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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