-22.7%
MCHP vs SWKS
-42.6%
+19.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +1.2% | -11.2% | -10.9% |
| 7D | -24.6% | -6.2% | -18.4% | -21.0% |
| 30D | -25.2% | -1.5% | -23.7% | -24.4% |
| 3M | -21.1% | +23.0% | -44.0% | -34.2% |
| 6M | -42.7% | +27.6% | -70.3% | -54.3% |
| YTD | -6.9% | +32.3% | -39.2% | -30.5% |
| 1Y | +0.9% | +20.1% | -19.2% | -18.4% |
| 3Y | -16.2% | +0.6% | -16.9% | -28.8% |
| All | -22.7% | -42.6% | +19.9% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling