+85.7%
MCHP vs SITM
+4,789.7%
-4,704.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.9% | +1.9% |
| 7D | 0.0% | +3.9% | -3.8% | -1.2% |
| 30D | -6.0% | -6.6% | +0.6% | -4.4% |
| 3M | -19.7% | -11.9% | -7.8% | -18.3% |
| 6M | +14.0% | +81.1% | -67.1% | -10.1% |
| YTD | +18.4% | +80.0% | -61.5% | -8.0% |
| 1Y | +17.1% | +145.8% | -128.7% | -19.3% |
| 3Y | +0.7% | +475.9% | -475.2% | -52.2% |
| 5Y | +5.1% | +189.2% | -184.1% | -45.5% |
| All | +85.7% | +4,789.7% | -4,704.0% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling