+14.1%
QCOM vs MCHP
-18.8%
+32.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | +4.3% | +5.7% | -1.4% | +0.8% |
| 30D | -0.1% | -13.4% | +13.3% | +7.9% |
| 3M | +5.2% | -20.1% | +25.4% | +18.8% |
| 6M | -18.4% | -35.5% | +17.2% | +4.5% |
| YTD | +2.4% | -1.6% | +4.0% | -0.8% |
| 1Y | +0.9% | +15.5% | -14.6% | -12.2% |
| 3Y | +48.4% | -13.2% | +61.6% | +45.4% |
| All | +14.1% | -18.8% | +32.9% | +12.0% |
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 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