+42,373.9%
MCHP vs SM
+1,262.5%
+41,111.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +4.0% | +1.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -4.1% | +26.3% | -30.4% | -7.9% |
| 3M | -22.5% | +8.7% | -31.2% | -24.3% |
| 6M | +7.3% | +51.7% | -44.4% | -1.8% |
| YTD | +18.4% | +99.0% | -80.7% | +3.1% |
| 1Y | +18.1% | +34.6% | -16.5% | +9.4% |
| 3Y | -2.8% | -7.8% | +5.0% | -5.4% |
| 5Y | +5.5% | +104.8% | -99.3% | -12.5% |
| 10Y | +185.8% | +7.2% | +178.6% | +86.8% |
| All | +42,373.9% | +1,262.5% | +41,111.3% | +14,240.7% |
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