+306.5%
MCHP vs PYPL
+46.2%
+260.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.5% | +2.9% |
| 7D | +1.7% | +2.7% | -1.0% | +0.3% |
| 30D | -4.1% | -4.9% | +0.8% | -2.6% |
| 3M | -22.5% | +28.9% | -51.4% | -33.4% |
| 6M | +7.3% | +18.2% | -11.0% | -4.6% |
| YTD | +18.4% | -5.0% | +23.4% | +15.2% |
| 1Y | +18.1% | -18.8% | +37.0% | +24.0% |
| 3Y | -2.8% | -12.6% | +9.8% | -4.7% |
| 5Y | +5.5% | -80.8% | +86.3% | +113.6% |
| 10Y | +185.8% | +49.9% | +135.9% | +106.2% |
| All | +306.5% | +46.2% | +260.3% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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