+199.5%
MCHP vs SBAC
+87.1%
+112.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.4% | +2.9% |
| 7D | 0.0% | -2.1% | +2.1% | +0.7% |
| 30D | -6.0% | +2.0% | -8.0% | -6.7% |
| 3M | -19.7% | -8.3% | -11.4% | -17.9% |
| 6M | +14.0% | +0.3% | +13.7% | +11.5% |
| YTD | +18.4% | -2.2% | +20.6% | +16.4% |
| 1Y | +17.1% | -4.6% | +21.7% | +15.9% |
| 3Y | +0.7% | -8.3% | +9.0% | -2.5% |
| 5Y | +5.1% | -42.8% | +47.9% | +23.7% |
| All | +199.5% | +87.1% | +112.3% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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