+10.8%
MCHP vs S
-56.8%
+67.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +1.7% | -7.7% | +9.4% | +3.6% |
| 30D | -4.1% | -5.3% | +1.3% | -3.2% |
| 3M | -22.5% | +20.3% | -42.8% | -26.6% |
| 6M | +7.3% | +47.4% | -40.1% | -4.8% |
| YTD | +18.4% | +32.5% | -14.2% | +7.5% |
| 1Y | +18.1% | +9.5% | +8.6% | +12.1% |
| 3Y | -2.8% | +15.5% | -18.3% | -11.8% |
| 5Y | +5.5% | -71.2% | +76.7% | +10.9% |
| All | +10.8% | -56.8% | +67.6% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling