+134.5%
MCHP vs SAP
+237.3%
-102.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | +5.7% | +0.6% | +5.1% | +5.4% |
| 30D | -13.4% | +6.5% | -20.0% | -16.9% |
| 3M | -20.1% | +12.2% | -32.4% | -26.3% |
| 6M | -35.5% | +46.1% | -81.6% | -51.8% |
| YTD | -1.6% | -1.6% | +0.1% | -6.4% |
| 1Y | +15.5% | -5.1% | +20.6% | +13.1% |
| 3Y | -13.2% | +68.4% | -81.5% | -45.9% |
| 5Y | -17.5% | +79.4% | -96.9% | -52.0% |
| All | +134.5% | +237.3% | -102.7% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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