+40.2%
MCHI vs SPY
+652.3%
-612.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.7% |
| 7D | -2.2% | -0.4% | -1.8% | -1.9% |
| 30D | -6.3% | -1.4% | -4.9% | -5.2% |
| 3M | -1.1% | +3.7% | -4.8% | -4.3% |
| 6M | -6.9% | +13.0% | -19.9% | -16.4% |
| YTD | -10.6% | +12.4% | -23.0% | -19.3% |
| 1Y | -13.7% | +18.5% | -32.2% | -25.6% |
| 3Y | +31.2% | +77.6% | -46.5% | -22.2% |
| 5Y | -17.2% | +81.7% | -98.9% | -52.4% |
| 10Y | +33.3% | +319.7% | -286.3% | -67.6% |
| All | +40.2% | +652.3% | -612.1% | -80.4% |
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