+0.7%
MCHP vs SHEL
+70.5%
-69.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.3% |
| 7D | 0.0% | +4.1% | -4.1% | -1.9% |
| 30D | -6.0% | +8.4% | -14.4% | -9.8% |
| 3M | -19.7% | +13.7% | -33.4% | -25.2% |
| 6M | +14.0% | +12.7% | +1.3% | +5.9% |
| YTD | +18.4% | +35.3% | -16.9% | -4.5% |
| 1Y | +17.1% | +39.4% | -22.3% | -8.3% |
| 3Y | +0.7% | +71.5% | -70.7% | -31.0% |
| All | +0.7% | +70.5% | -69.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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