+192.2%
MCHP vs SWKS
+30.1%
+162.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -2.4% |
| 7D | +2.8% | +11.8% | -9.1% | -5.7% |
| 30D | -12.8% | +6.7% | -19.6% | -17.3% |
| 3M | -19.2% | 0.0% | -19.2% | -19.5% |
| 6M | +14.5% | +38.7% | -24.2% | -14.1% |
| YTD | +17.1% | +21.4% | -4.2% | -4.2% |
| 1Y | +15.3% | +2.9% | +12.4% | +6.9% |
| 3Y | +0.5% | -16.4% | +16.9% | +4.0% |
| 5Y | +6.1% | -51.2% | +57.2% | +63.8% |
| 10Y | +192.2% | +31.0% | +161.2% | +127.1% |
| All | +192.2% | +30.1% | +162.1% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling