+242.8%
QCOM vs MCHP
+125.8%
+117.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.3% |
| 7D | +5.5% | -22.6% | +28.1% | +21.0% |
| 30D | -1.1% | -20.1% | +19.0% | +11.5% |
| 3M | +7.6% | -25.4% | +33.0% | +25.7% |
| 6M | -20.1% | -38.4% | +18.4% | +4.0% |
| YTD | +3.0% | -3.7% | +6.7% | +1.4% |
| 1Y | +3.2% | +11.7% | -8.5% | -7.5% |
| 3Y | +48.9% | -16.1% | +65.0% | +48.2% |
| 5Y | +21.1% | -16.9% | +38.0% | +19.4% |
| 10Y | +242.8% | +133.4% | +109.4% | +82.1% |
| All | +242.8% | +125.8% | +117.0% | +82.1% |
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