+199.5%
MCHP vs SMTC
+548.2%
-348.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +1.4% |
| 7D | 0.0% | +13.1% | -13.0% | -5.7% |
| 30D | -6.0% | +19.5% | -25.5% | -14.9% |
| 3M | -19.7% | +2.2% | -21.9% | -23.3% |
| 6M | +14.0% | +94.9% | -80.8% | -21.2% |
| YTD | +18.4% | +127.0% | -108.5% | -24.6% |
| 1Y | +17.1% | +174.6% | -157.5% | -33.3% |
| 3Y | +0.7% | +615.9% | -615.2% | -74.4% |
| 5Y | +5.1% | +125.6% | -120.5% | -48.2% |
| All | +199.5% | +548.2% | -348.8% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling