+2,992.5%
MCHP vs SAP
+2,439.3%
+553.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -4.3% | -3.9% | -0.4% | -2.3% |
| 30D | -16.3% | +6.5% | -22.8% | -18.9% |
| 3M | -21.4% | +14.7% | -36.0% | -26.8% |
| 6M | -35.8% | +39.9% | -75.7% | -47.3% |
| YTD | -0.9% | -2.0% | +1.1% | -5.9% |
| 1Y | +14.5% | -6.0% | +20.5% | +11.1% |
| 3Y | -13.7% | +67.7% | -81.3% | -36.6% |
| 5Y | -16.9% | +78.8% | -95.7% | -40.7% |
| 10Y | +137.5% | +229.3% | -91.8% | +28.8% |
| All | +2,992.5% | +2,439.3% | +553.1% | +788.0% |
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