+275.4%
ORCL vs MCHP
+135.5%
+139.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +10.4% | -4.3% | +14.6% | +11.6% |
| 30D | -11.2% | -16.3% | +5.1% | -6.5% |
| 3M | -16.8% | -21.4% | +4.6% | -10.8% |
| 6M | -31.5% | -35.8% | +4.3% | -22.8% |
| YTD | -33.9% | -0.9% | -33.0% | -35.4% |
| 1Y | -43.3% | +14.5% | -57.8% | -47.0% |
| 3Y | +16.5% | -13.7% | +30.1% | +11.6% |
| 5Y | +45.4% | -16.9% | +62.3% | +36.1% |
| All | +275.4% | +135.5% | +139.9% | +119.9% |
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 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