+188.9%
MCHP vs SAP
+175.6%
+13.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.0% |
| 7D | -2.1% | -5.1% | +3.0% | +1.1% |
| 30D | -11.1% | -1.8% | -9.3% | -10.5% |
| 3M | -18.1% | +20.9% | -39.0% | -29.5% |
| 6M | +10.8% | +7.0% | +3.8% | +0.9% |
| YTD | +14.2% | -13.7% | +28.0% | +18.5% |
| 1Y | +13.5% | -19.6% | +33.0% | +24.6% |
| 3Y | -2.0% | +52.4% | -54.4% | -34.9% |
| 5Y | +1.4% | +54.4% | -53.0% | -34.7% |
| All | +188.9% | +175.6% | +13.3% | +17.6% |
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