-0.9%
MCHP vs SM
-1.2%
+0.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +0.3% | -0.2% | +0.6% | +0.3% |
| 30D | -9.8% | +20.3% | -30.0% | -14.3% |
| 3M | -19.7% | +22.9% | -42.6% | -25.4% |
| 6M | +13.6% | +47.8% | -34.3% | -3.7% |
| YTD | +16.5% | +107.5% | -90.9% | -15.2% |
| 1Y | +15.7% | +51.7% | -36.0% | -4.2% |
| All | -0.9% | -1.2% | +0.3% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling