+3.0%
MCHP vs SMTC
+122.8%
-119.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +1.8% |
| 7D | 0.0% | +13.1% | -13.0% | -4.5% |
| 30D | -6.0% | +19.5% | -25.5% | -13.0% |
| 3M | -19.7% | +2.2% | -21.9% | -22.3% |
| 6M | +14.0% | +94.9% | -80.8% | -13.9% |
| YTD | +18.4% | +127.0% | -108.5% | -16.0% |
| 1Y | +17.1% | +174.6% | -157.5% | -23.6% |
| 3Y | +0.7% | +615.9% | -615.2% | -64.4% |
| All | +3.0% | +122.8% | -119.8% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling