+3,594.7%
MCHP vs SAP
+2,233.8%
+1,361.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.9% |
| 7D | +1.7% | -2.9% | +4.6% | +3.1% |
| 30D | -4.1% | +9.0% | -13.1% | -8.0% |
| 3M | -22.5% | +14.9% | -37.5% | -29.2% |
| 6M | +7.3% | +11.9% | -4.6% | -2.7% |
| YTD | +18.4% | -9.9% | +28.3% | +17.5% |
| 1Y | +18.1% | -19.5% | +37.7% | +24.3% |
| 3Y | -2.8% | +61.8% | -64.6% | -27.2% |
| 5Y | +5.5% | +56.2% | -50.7% | -19.4% |
| 10Y | +185.8% | +180.6% | +5.2% | +67.4% |
| All | +3,594.7% | +2,233.8% | +1,361.0% | +1,009.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling