+9.0%
MSFT vs MCHP
+25.9%
-17.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.3% | +10.0% | +6.7% |
| 7D | +4.7% | -5.4% | +10.1% | +4.6% |
| 30D | +5.8% | -7.5% | +13.4% | +5.7% |
| 3M | +13.0% | -6.0% | +19.0% | +12.8% |
| 6M | +34.9% | -20.1% | +55.0% | +32.9% |
| YTD | +15.7% | +20.2% | -4.6% | +12.5% |
| 1Y | +9.0% | +29.9% | -21.0% | +6.5% |
| All | +9.0% | +25.9% | -17.0% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling