+375.3%
MCHP vs SFM
+132.6%
+242.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | +1.1% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -4.1% | -4.4% | +0.3% | -3.7% |
| 3M | -22.5% | +1.5% | -24.0% | -23.2% |
| 6M | +7.3% | +6.5% | +0.8% | +5.0% |
| YTD | +18.4% | +2.2% | +16.2% | +16.2% |
| 1Y | +18.1% | -41.9% | +60.0% | +26.2% |
| 3Y | -2.8% | +106.8% | -109.5% | -15.1% |
| 5Y | +5.5% | +231.6% | -226.1% | -15.7% |
| 10Y | +185.8% | +258.4% | -72.6% | +115.4% |
| All | +375.3% | +132.6% | +242.7% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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