-25.0%
QCOM vs MCHP
-36.0%
+11.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | -0.1% |
| 7D | +2.0% | -17.5% | +19.5% | +14.6% |
| 30D | +1.2% | -15.8% | +17.1% | +12.4% |
| 3M | +9.1% | -22.9% | +32.0% | +28.1% |
| 6M | -25.0% | -36.6% | +11.6% | +5.1% |
| All | -25.0% | -36.0% | +11.0% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling