+199.5%
MCHP vs SM
+23.0%
+176.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | 0.0% | +4.6% | -4.5% | -0.6% |
| 30D | -6.0% | +18.2% | -24.2% | -8.5% |
| 3M | -19.7% | +22.5% | -42.2% | -22.8% |
| 6M | +14.0% | +50.6% | -36.5% | +5.2% |
| YTD | +18.4% | +108.1% | -89.7% | +3.2% |
| 1Y | +17.1% | +46.0% | -28.9% | +7.6% |
| 3Y | +0.7% | +2.9% | -2.2% | -3.7% |
| 5Y | +5.1% | +112.6% | -107.5% | -11.0% |
| All | +199.5% | +23.0% | +176.5% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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