-2.8%
MCHP vs PSX
+132.2%
-135.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -2.1% | +1.5% | -3.6% | -2.8% |
| 30D | -11.1% | +15.8% | -27.0% | -17.3% |
| 3M | -18.1% | +43.0% | -61.1% | -32.2% |
| 6M | +10.8% | +61.1% | -50.3% | -16.2% |
| YTD | +14.2% | +104.5% | -90.3% | -27.1% |
| 1Y | +13.5% | +102.5% | -89.1% | -27.7% |
| All | -2.8% | +132.2% | -135.1% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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