+17.1%
MCHP vs SMR
-75.4%
+92.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -15.7% | +19.3% | +6.3% |
| 7D | 0.0% | -11.2% | +11.3% | +1.4% |
| 30D | -6.0% | -10.2% | +4.2% | -5.2% |
| 3M | -19.7% | -10.0% | -9.7% | -19.3% |
| 6M | +14.0% | -30.5% | +44.5% | +17.0% |
| YTD | +18.4% | -39.2% | +57.7% | +22.2% |
| 1Y | +17.1% | -75.5% | +92.6% | +35.0% |
| All | +17.1% | -75.4% | +92.5% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling