+1.1%
MCHP vs SWKS
-20.0%
+21.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | -1.0% |
| 7D | +1.7% | +12.5% | -10.8% | -6.4% |
| 30D | -4.1% | +10.5% | -14.6% | -10.4% |
| 3M | -22.5% | -7.4% | -15.1% | -18.4% |
| 6M | +7.3% | +32.7% | -25.4% | -15.0% |
| YTD | +18.4% | +19.2% | -0.8% | 0.0% |
| 1Y | +18.1% | +2.4% | +15.7% | +11.6% |
| All | +1.1% | -20.0% | +21.2% | -5.3% |
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