+19.2%
MCHP vs SMR
+7.6%
+11.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | +0.3% | +13.1% | -12.7% | -1.3% |
| 30D | -9.8% | +17.8% | -27.5% | -11.9% |
| 3M | -19.7% | +8.1% | -27.8% | -20.9% |
| 6M | +13.6% | -11.1% | +24.7% | +13.1% |
| YTD | +16.5% | -23.7% | +40.2% | +16.9% |
| 1Y | +15.7% | -69.4% | +85.1% | +25.6% |
| 3Y | 0.0% | +82.6% | -82.6% | -18.3% |
| All | +19.2% | +7.6% | +11.6% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling