+1,925.8%
MRVL vs MCHP
+207.0%
+1,718.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.4% | +1.2% |
| 7D | +5.6% | 0.0% | +5.6% | +5.6% |
| 30D | +8.8% | -6.0% | +14.8% | +14.0% |
| 3M | -15.9% | -19.7% | +3.8% | +0.6% |
| 6M | +161.3% | +14.0% | +147.2% | +145.8% |
| YTD | +178.2% | +18.4% | +159.8% | +147.4% |
| 1Y | +255.3% | +17.1% | +238.2% | +215.8% |
| 3Y | +323.1% | +0.7% | +322.4% | +292.6% |
| 5Y | +293.2% | +5.1% | +288.1% | +270.7% |
| All | +1,925.8% | +207.0% | +1,718.8% | +887.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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