+281.8%
QCOM vs MCHP
+193.2%
+88.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +4.4% | +0.3% | +4.0% | +4.1% |
| 30D | +9.4% | -9.8% | +19.1% | +15.8% |
| 3M | -13.7% | -19.7% | +6.0% | -2.8% |
| 6M | +28.9% | +13.6% | +15.3% | +18.1% |
| YTD | +4.7% | +16.5% | -11.8% | -6.6% |
| 1Y | +13.5% | +15.7% | -2.2% | +1.0% |
| 3Y | +77.1% | 0.0% | +77.1% | +60.9% |
| 5Y | +38.9% | +4.4% | +34.5% | +21.6% |
| 10Y | +281.8% | +201.4% | +80.4% | +75.2% |
| All | +281.8% | +193.2% | +88.6% | +75.2% |
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