+42,373.9%
MCHP vs SAN
+2,490.1%
+39,883.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +1.7% | +1.8% | -0.1% | +1.0% |
| 30D | -4.1% | +2.0% | -6.1% | -4.9% |
| 3M | -22.5% | +19.7% | -42.2% | -28.0% |
| 6M | +7.3% | +30.6% | -23.3% | -4.1% |
| YTD | +18.4% | +28.8% | -10.5% | +5.4% |
| 1Y | +18.1% | +57.8% | -39.6% | -3.4% |
| 3Y | -2.8% | +338.1% | -340.9% | -48.1% |
| 5Y | +5.5% | +384.2% | -378.7% | -47.2% |
| 10Y | +185.8% | +353.1% | -167.3% | +40.1% |
| All | +42,373.9% | +2,490.1% | +39,883.7% | +9,288.5% |
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