+35,450.5%
MCHP vs SM
+1,125.3%
+34,325.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.2% | -0.9% |
| 7D | -4.3% | +10.6% | -14.9% | -5.9% |
| 30D | -16.3% | -15.0% | -1.3% | -14.3% |
| 3M | -21.4% | +1.7% | -23.1% | -22.2% |
| 6M | -35.8% | +5.9% | -41.6% | -37.5% |
| YTD | -0.9% | +79.0% | -79.9% | -12.8% |
| 1Y | +14.5% | +84.7% | -70.1% | +0.2% |
| 3Y | -13.7% | -3.5% | -10.2% | -16.8% |
| 5Y | -16.9% | +4.9% | -21.9% | -23.7% |
| 10Y | +137.5% | +17.7% | +119.8% | +52.5% |
| All | +35,450.5% | +1,125.3% | +34,325.1% | +12,034.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling