+3.0%
MCHP vs PSX
+362.1%
-359.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | 0.0% | +1.7% | -1.7% | -0.6% |
| 30D | -6.0% | +15.6% | -21.7% | -11.4% |
| 3M | -19.7% | +46.5% | -66.1% | -31.8% |
| 6M | +14.0% | +55.0% | -41.0% | -6.7% |
| YTD | +18.4% | +105.3% | -86.9% | -15.7% |
| 1Y | +17.1% | +101.6% | -84.5% | -16.2% |
| 3Y | +0.7% | +134.1% | -133.4% | -33.6% |
| All | +3.0% | +362.1% | -359.1% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling