+1.4%
MCHP vs SGI
+45.9%
-44.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -0.4% |
| 7D | -2.1% | -4.9% | +2.8% | +0.4% |
| 30D | -11.1% | +1.6% | -12.7% | -12.1% |
| 3M | -18.1% | -3.2% | -14.9% | -17.3% |
| 6M | +10.8% | -16.0% | +26.8% | +18.8% |
| YTD | +14.2% | -25.4% | +39.7% | +29.1% |
| 1Y | +13.5% | -21.6% | +35.0% | +23.5% |
| 3Y | -2.0% | +52.9% | -54.9% | -26.0% |
| 5Y | +1.4% | +47.5% | -46.1% | -25.7% |
| All | +1.4% | +45.9% | -44.5% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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