+368.8%
ORCL vs MCHP
+193.2%
+175.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +10.9% | +0.3% | +10.6% | +10.8% |
| 30D | +7.0% | -9.8% | +16.8% | +10.2% |
| 3M | -21.2% | -19.7% | -1.5% | -16.6% |
| 6M | +7.4% | +13.6% | -6.2% | +2.0% |
| YTD | -16.3% | +16.5% | -32.8% | -21.9% |
| 1Y | -32.3% | +15.7% | -48.0% | -37.1% |
| 3Y | +32.6% | 0.0% | +32.6% | +21.6% |
| 5Y | +93.1% | +4.4% | +88.7% | +68.4% |
| 10Y | +368.8% | +201.4% | +167.4% | +145.5% |
| All | +368.8% | +193.2% | +175.6% | +145.5% |
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