+1,537.1%
SOXX vs MCHP
+207.0%
+1,330.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | -0.6% |
| 7D | +1.4% | 0.0% | +1.3% | +1.3% |
| 30D | -3.6% | -6.0% | +2.5% | +0.5% |
| 3M | -10.2% | -19.7% | +9.5% | +3.8% |
| 6M | +54.2% | +14.0% | +40.2% | +40.7% |
| YTD | +75.2% | +18.4% | +56.8% | +54.0% |
| 1Y | +107.5% | +17.1% | +90.4% | +81.7% |
| 3Y | +226.8% | +0.7% | +226.0% | +195.5% |
| 5Y | +251.2% | +5.1% | +246.1% | +204.7% |
| All | +1,537.1% | +207.0% | +1,330.1% | +549.3% |
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