+872.1%
MSFT vs MCHP
+196.2%
+675.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.8% |
| 7D | -3.5% | -2.1% | -1.4% | -2.8% |
| 30D | -2.1% | -11.1% | +9.0% | +1.5% |
| 3M | +24.2% | -18.1% | +42.2% | +29.7% |
| 6M | +21.9% | +10.8% | +11.1% | +12.8% |
| YTD | +2.5% | +14.2% | -11.8% | -7.2% |
| 1Y | -0.8% | +13.5% | -14.2% | -11.0% |
| 3Y | +50.8% | -2.0% | +52.8% | +31.7% |
| 5Y | +73.5% | +1.4% | +72.1% | +43.7% |
| All | +872.1% | +196.2% | +675.9% | +361.8% |
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