+57.6%
MCHP vs SE
+363.8%
-306.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.9% |
| 7D | +5.7% | -0.5% | +6.2% | +5.8% |
| 30D | -13.4% | -20.9% | +7.5% | -8.3% |
| 3M | -20.1% | -38.9% | +18.8% | -10.0% |
| 6M | -35.5% | -19.4% | -16.1% | -33.0% |
| YTD | -1.6% | -40.9% | +39.4% | +9.5% |
| 1Y | +15.5% | -46.2% | +61.7% | +31.2% |
| 3Y | -13.2% | +63.7% | -76.9% | -27.7% |
| 5Y | -17.5% | -77.9% | +60.5% | +1.5% |
| All | +57.6% | +363.8% | -306.2% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling