+31,167.8%
MSFT vs MCHP
+41,329.5%
-10,161.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -2.4% |
| 7D | -2.7% | +1.7% | -4.4% | -3.1% |
| 30D | +2.7% | -4.1% | +6.8% | +3.3% |
| 3M | +17.0% | -22.5% | +39.5% | +23.1% |
| 6M | +23.8% | +7.3% | +16.5% | +18.1% |
| YTD | +4.0% | +18.4% | -14.4% | -4.0% |
| 1Y | -0.8% | +18.1% | -19.0% | -9.3% |
| 3Y | +55.6% | -2.8% | +58.4% | +42.2% |
| 5Y | +72.9% | +5.5% | +67.4% | +52.1% |
| 10Y | +875.8% | +185.8% | +690.0% | +535.0% |
| All | +31,167.8% | +41,329.5% | -10,161.7% | +8,176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling