-16.9%
MCHP vs SE
-78.1%
+61.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -4.3% | -1.5% | -2.8% | -4.0% |
| 30D | -16.3% | -22.3% | +6.0% | -11.2% |
| 3M | -21.4% | -41.8% | +20.4% | -11.0% |
| 6M | -35.8% | -22.4% | -13.4% | -32.8% |
| YTD | -0.9% | -41.6% | +40.7% | +10.0% |
| 1Y | +14.5% | -48.0% | +62.5% | +30.5% |
| 3Y | -13.7% | +63.9% | -77.5% | -26.2% |
| 5Y | -16.9% | -78.2% | +61.2% | -13.1% |
| All | -16.9% | -78.1% | +61.2% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling