+10.8%
MCHP vs MKSI
+19.0%
-8.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -0.6% |
| 7D | -2.1% | +4.9% | -7.0% | -4.9% |
| 30D | -11.1% | -11.0% | -0.1% | -5.4% |
| 3M | -18.1% | -17.1% | -1.0% | -10.0% |
| 6M | +10.8% | +16.4% | -5.6% | +1.1% |
| All | +10.8% | +19.0% | -8.3% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 6mo: compounded portfolio wealth divided by compounded MKSI 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…
6mo analysis · Full analysis span regression · 6 months rolling