-0.9%
MCHP vs SE
+178.2%
-179.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.5% |
| 7D | +0.3% | -3.6% | +4.0% | +1.2% |
| 30D | -9.8% | -5.3% | -4.5% | -9.0% |
| 3M | -19.7% | +28.1% | -47.8% | -25.6% |
| 6M | +13.6% | +20.7% | -7.1% | +6.0% |
| YTD | +16.5% | -14.8% | +31.3% | +19.7% |
| 1Y | +15.7% | -43.6% | +59.3% | +33.9% |
| All | -0.9% | +178.2% | -179.1% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling