+33.3%
ORCL vs MCHP
+0.1%
+33.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.6% |
| 7D | +15.0% | +2.8% | +12.2% | +14.2% |
| 30D | +10.5% | -12.8% | +23.4% | +14.6% |
| 3M | -23.0% | -19.2% | -3.8% | -19.1% |
| 6M | +7.0% | +14.5% | -7.6% | +2.1% |
| YTD | -15.8% | +17.1% | -32.9% | -21.0% |
| 1Y | -31.1% | +15.3% | -46.4% | -35.4% |
| 3Y | +33.3% | +0.5% | +32.8% | +19.5% |
| All | +33.3% | +0.1% | +33.2% | +19.5% |
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 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