+67.4%
MCHB vs SPY
+631.5%
-564.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -2.0% | -0.4% | -1.7% | -1.7% |
| 30D | -6.2% | -1.4% | -4.8% | -5.0% |
| 3M | +4.1% | +3.7% | +0.4% | +0.2% |
| 6M | +15.8% | +13.0% | +2.8% | +2.3% |
| YTD | +15.5% | +12.4% | +3.1% | +2.7% |
| 1Y | +32.8% | +18.5% | +14.3% | +12.0% |
| 3Y | +86.3% | +77.6% | +8.7% | +7.0% |
| 5Y | -50.6% | +81.7% | -132.3% | -72.2% |
| 10Y | -24.1% | +319.7% | -343.7% | -78.7% |
| All | +67.4% | +631.5% | -564.1% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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