+21,799.7%
QCOM vs MCHP
+34,604.2%
-12,804.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +0.5% |
| 7D | +2.0% | -17.5% | +19.5% | +9.9% |
| 30D | +1.2% | -15.8% | +17.1% | +8.2% |
| 3M | +9.1% | -22.9% | +32.0% | +20.6% |
| 6M | -25.0% | -36.6% | +11.6% | -9.9% |
| YTD | +4.8% | -0.8% | +5.7% | +3.2% |
| 1Y | +3.6% | +16.5% | -12.9% | -4.9% |
| 3Y | +51.5% | -13.6% | +65.1% | +52.1% |
| 5Y | +19.7% | -17.0% | +36.7% | +23.0% |
| 10Y | +245.8% | +137.7% | +108.1% | +128.3% |
| All | +21,799.7% | +34,604.2% | -12,804.6% | +3,608.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling