+199.5%
MCHP vs SAN
+357.1%
-157.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.5% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -6.0% | +0.9% | -7.0% | -6.6% |
| 3M | -19.7% | +19.1% | -38.8% | -26.8% |
| 6M | +14.0% | +33.2% | -19.2% | -2.5% |
| YTD | +18.4% | +29.1% | -10.7% | +1.6% |
| 1Y | +17.1% | +50.2% | -33.1% | -7.7% |
| 3Y | +0.7% | +351.0% | -350.3% | -56.9% |
| 5Y | +5.1% | +394.7% | -389.6% | -59.0% |
| All | +199.5% | +357.1% | -157.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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