+35,221.4%
MCHP vs SAN
+2,044.5%
+33,176.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +5.7% | +4.0% | +1.7% | +4.0% |
| 30D | -13.4% | -7.8% | -5.6% | -10.7% |
| 3M | -20.1% | -16.4% | -3.8% | -14.4% |
| 6M | -35.5% | +3.5% | -39.0% | -36.6% |
| YTD | -1.6% | +6.7% | -8.2% | -5.5% |
| 1Y | +15.5% | +14.5% | +1.0% | +7.6% |
| 3Y | -13.2% | +243.5% | -256.7% | -48.9% |
| 5Y | -17.5% | +296.2% | -313.7% | -55.2% |
| 10Y | +136.0% | +268.5% | -132.5% | +25.9% |
| All | +35,221.4% | +2,044.5% | +33,176.9% | +8,310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling