+10.6%
ORCL vs MCHP
-12.5%
+23.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.4% | -2.2% | +1.6% |
| 7D | +0.5% | -19.2% | +19.7% | +6.5% |
| 30D | -15.3% | -18.6% | +3.3% | -10.3% |
| 3M | -18.2% | -26.9% | +8.7% | -11.1% |
| 6M | -38.4% | -37.2% | -1.2% | -30.9% |
| YTD | -37.7% | -1.8% | -35.9% | -38.6% |
| 1Y | -49.3% | +12.1% | -61.4% | -51.9% |
| 3Y | +10.6% | -10.0% | +20.6% | +2.4% |
| All | +10.6% | -12.5% | +23.1% | +2.4% |
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