+18.1%
MCHP vs SE
-38.5%
+56.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +1.7% | -6.1% | +7.8% | +2.7% |
| 30D | -4.1% | -2.5% | -1.6% | -4.0% |
| 3M | -22.5% | +21.7% | -44.2% | -25.6% |
| 6M | +7.3% | +27.0% | -19.7% | +1.1% |
| YTD | +18.4% | -12.1% | +30.5% | +25.0% |
| 1Y | +18.1% | -40.9% | +59.0% | +43.9% |
| All | +18.1% | -38.5% | +56.6% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling