-0.4%
MCHP vs SAP
+58.0%
-58.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | +2.8% | -0.3% | +3.0% | +2.8% |
| 30D | -12.8% | +2.6% | -15.4% | -13.6% |
| 3M | -19.2% | +16.3% | -35.5% | -22.6% |
| 6M | +14.5% | +6.4% | +8.2% | +14.0% |
| YTD | +17.1% | -11.4% | +28.5% | +28.3% |
| 1Y | +15.3% | -20.4% | +35.7% | +37.3% |
| All | -0.4% | +58.0% | -58.4% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling