+470.7%
MCHP vs PSX
+1,159.1%
-688.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.7% |
| 7D | +2.8% | +2.8% | -0.1% | +1.6% |
| 30D | -12.8% | +27.8% | -40.6% | -21.4% |
| 3M | -19.2% | +42.0% | -61.2% | -30.8% |
| 6M | +14.5% | +58.1% | -43.6% | -7.2% |
| YTD | +17.1% | +105.0% | -87.9% | -15.6% |
| 1Y | +15.3% | +104.9% | -89.6% | -17.1% |
| 3Y | +0.5% | +134.1% | -133.6% | -32.0% |
| 5Y | +6.1% | +363.8% | -357.7% | -47.5% |
| 10Y | +192.2% | +370.1% | -177.9% | +34.3% |
| All | +470.7% | +1,159.1% | -688.4% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling