+1.4%
MCHP vs SBAC
-45.4%
+46.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.3% |
| 7D | -2.1% | -5.3% | +3.2% | -0.9% |
| 30D | -11.1% | +0.4% | -11.5% | -11.3% |
| 3M | -18.1% | -11.9% | -6.2% | -15.9% |
| 6M | +10.8% | -4.5% | +15.3% | +10.6% |
| YTD | +14.2% | -4.3% | +18.6% | +13.7% |
| 1Y | +13.5% | -3.9% | +17.3% | +12.4% |
| 3Y | -2.0% | -11.0% | +9.0% | -3.8% |
| 5Y | +1.4% | -44.1% | +45.5% | +21.0% |
| All | +1.4% | -45.4% | +46.7% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling