+48.9%
MSFT vs MCHP
-1.6%
+50.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.0% | +0.3% | -1.4% | -1.1% |
| 30D | -2.7% | -9.8% | +7.1% | -1.4% |
| 3M | +22.1% | -19.7% | +41.8% | +24.5% |
| 6M | +20.6% | +13.6% | +7.0% | +15.3% |
| YTD | +2.3% | +16.5% | -14.2% | -3.2% |
| 1Y | -0.5% | +15.7% | -16.2% | -6.2% |
| All | +48.9% | -1.6% | +50.5% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling