+1,766.1%
MCHP vs SBAC
+2,199.0%
-432.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.8% | -0.1% | +2.8% | +2.8% |
| 30D | -12.8% | +3.2% | -16.1% | -13.4% |
| 3M | -19.2% | -5.1% | -14.2% | -18.8% |
| 6M | +14.5% | -2.1% | +16.7% | +13.8% |
| YTD | +17.1% | -0.5% | +17.6% | +15.8% |
| 1Y | +15.3% | +1.1% | +14.2% | +13.6% |
| 3Y | +0.5% | -7.4% | +7.9% | -0.7% |
| 5Y | +6.1% | -44.3% | +50.4% | +14.3% |
| 10Y | +192.2% | +77.6% | +114.7% | +158.4% |
| All | +1,766.1% | +2,199.0% | -432.9% | +874.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling