+10.9%
MCHP vs S
-57.1%
+67.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -6.0% | -11.4% | +5.4% | -3.7% |
| 3M | -19.7% | +33.8% | -53.5% | -25.9% |
| 6M | +14.0% | +39.5% | -25.4% | +2.7% |
| YTD | +18.4% | +31.7% | -13.2% | +7.7% |
| 1Y | +17.1% | +7.0% | +10.1% | +11.8% |
| 3Y | +0.7% | +11.8% | -11.1% | -8.0% |
| 5Y | +5.1% | -69.0% | +74.1% | +9.9% |
| All | +10.9% | -57.1% | +67.9% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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