+915.1%
MSFT vs MCHP
+134.0%
+781.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.3% | +5.7% | -7.0% | -3.0% |
| 30D | -1.8% | -13.4% | +11.6% | +2.0% |
| 3M | +5.6% | -20.1% | +25.8% | +12.2% |
| 6M | +29.8% | -35.5% | +65.3% | +44.3% |
| YTD | +9.0% | -1.6% | +10.6% | +2.6% |
| 1Y | +4.9% | +15.5% | -10.5% | -7.5% |
| 3Y | +46.2% | -13.2% | +59.4% | +31.6% |
| 5Y | +62.1% | -17.5% | +79.6% | +43.3% |
| All | +915.1% | +134.0% | +781.1% | +435.4% |
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