+134.5%
MCHP vs SM
+18.0%
+116.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.7% | +9.4% | -3.7% | +4.2% |
| 30D | -13.4% | -14.4% | +0.9% | -11.7% |
| 3M | -20.1% | +1.6% | -21.7% | -20.9% |
| 6M | -35.5% | +6.3% | -41.9% | -37.2% |
| YTD | -1.6% | +78.8% | -80.3% | -12.8% |
| 1Y | +15.5% | +83.1% | -67.7% | +1.8% |
| 3Y | -13.2% | -5.9% | -7.3% | -16.1% |
| 5Y | -17.5% | +4.8% | -22.3% | -23.6% |
| All | +134.5% | +18.0% | +116.5% | +51.3% |
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