+41,709.6%
MCHP vs SMTC
+52,360.8%
-10,651.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +0.3% | +22.5% | -22.1% | -7.3% |
| 30D | -9.8% | +24.9% | -34.6% | -18.2% |
| 3M | -19.7% | +4.1% | -23.8% | -22.9% |
| 6M | +13.6% | +92.6% | -79.0% | -15.1% |
| YTD | +16.5% | +122.5% | -105.9% | -18.1% |
| 1Y | +15.7% | +166.2% | -150.5% | -25.1% |
| 3Y | 0.0% | +577.2% | -577.2% | -61.8% |
| 5Y | +4.4% | +119.0% | -114.6% | -40.8% |
| 10Y | +201.4% | +527.9% | -326.5% | +17.1% |
| All | +41,709.6% | +52,360.8% | -10,651.2% | +10,348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling