+7.9%
QCOM vs MCHP
+18.9%
-11.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.7% |
| 7D | +3.3% | +1.7% | +1.6% | +2.4% |
| 30D | +7.7% | -4.1% | +11.8% | +9.4% |
| 3M | -30.1% | -22.5% | -7.5% | -19.9% |
| 6M | +22.8% | +7.3% | +15.6% | +22.6% |
| YTD | +0.2% | +18.4% | -18.2% | -6.3% |
| 1Y | +7.9% | +18.1% | -10.3% | +3.0% |
| All | +7.9% | +18.9% | -11.1% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling