-0.8%
MSFT vs MCHP
+18.9%
-19.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -2.0% |
| 7D | -2.7% | +1.7% | -4.4% | -2.7% |
| 30D | +2.7% | -4.1% | +6.8% | +2.6% |
| 3M | +17.0% | -22.5% | +39.5% | +15.4% |
| 6M | +23.8% | +7.3% | +16.5% | +20.7% |
| YTD | +4.0% | +18.4% | -14.4% | +1.3% |
| 1Y | -0.8% | +18.1% | -19.0% | -2.0% |
| All | -0.8% | +18.9% | -19.7% | -2.0% |
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