+36.2%
QCOM vs MCHP
+5.2%
+31.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.2% | +3.8% |
| 7D | +5.1% | +2.8% | +2.3% | +3.3% |
| 30D | +4.3% | -12.8% | +17.1% | +13.1% |
| 3M | -19.6% | -19.2% | -0.4% | -9.3% |
| 6M | +29.5% | +14.5% | +14.9% | +17.5% |
| YTD | +3.4% | +17.1% | -13.8% | -8.8% |
| 1Y | +10.9% | +15.3% | -4.4% | -1.9% |
| 3Y | +74.8% | +0.5% | +74.3% | +58.6% |
| 5Y | +36.2% | +6.1% | +30.1% | +14.6% |
| All | +36.2% | +5.2% | +31.0% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling