+13.5%
MCHP vs S
+10.1%
+3.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | -11.1% | -11.8% | +0.7% | -10.1% |
| 3M | -18.1% | +33.9% | -52.0% | -20.5% |
| 6M | +10.8% | +40.1% | -29.3% | +5.3% |
| YTD | +14.2% | +32.1% | -17.8% | +10.3% |
| 1Y | +13.5% | +11.0% | +2.4% | +16.1% |
| All | +13.5% | +10.1% | +3.4% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling