-13.2%
MCHP vs SWKS
+11.3%
-24.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.7% | +9.4% | -3.7% | -0.2% |
| 30D | -13.4% | +17.0% | -30.4% | -21.4% |
| 3M | -20.1% | +28.9% | -49.1% | -34.1% |
| 6M | -35.5% | +33.1% | -68.7% | -48.3% |
| YTD | -1.6% | +44.8% | -46.3% | -28.3% |
| 1Y | +15.5% | +36.2% | -20.7% | -11.7% |
| 3Y | -13.2% | +11.5% | -24.7% | -40.0% |
| All | -13.2% | +11.3% | -24.4% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling