-2.8%
MCHP vs SMTC
+546.3%
-549.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.0% |
| 7D | -2.1% | +17.5% | -19.6% | -7.2% |
| 30D | -11.1% | +21.3% | -32.4% | -17.4% |
| 3M | -18.1% | +3.1% | -21.2% | -20.5% |
| 6M | +10.8% | +81.7% | -70.9% | -10.3% |
| YTD | +14.2% | +115.9% | -101.7% | -12.5% |
| 1Y | +13.5% | +157.8% | -144.4% | -18.4% |
| All | -2.8% | +546.3% | -549.2% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling