+130.8%
MCHP vs SWKS
+35.1%
+95.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -22.6% | -3.1% | -19.4% | -20.6% |
| 30D | -20.1% | +8.3% | -28.5% | -24.5% |
| 3M | -25.4% | +20.2% | -45.7% | -37.2% |
| 6M | -38.4% | +24.9% | -63.4% | -50.3% |
| YTD | -3.7% | +33.2% | -36.9% | -28.7% |
| 1Y | +11.7% | +23.6% | -11.8% | -12.1% |
| 3Y | -16.1% | +1.3% | -17.4% | -27.4% |
| 5Y | -16.9% | -40.6% | +23.7% | +8.1% |
| All | +130.8% | +35.1% | +95.7% | +60.8% |
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