-12.5%
MCHP vs S
+51.7%
-64.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.6% |
| 7D | -17.5% | +1.2% | -18.8% | -17.6% |
| 30D | -15.8% | -7.3% | -8.5% | -14.3% |
| 3M | -22.9% | +5.9% | -28.7% | -24.8% |
| 6M | -36.6% | +45.6% | -82.2% | -44.1% |
| YTD | -0.8% | +58.5% | -59.4% | -16.2% |
| 1Y | +16.5% | +37.6% | -21.1% | +2.9% |
| All | -12.5% | +51.7% | -64.2% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling