+29.9%
MCHP vs SN
+156.5%
-126.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -4.6% |
| 7D | -5.4% | +10.6% | -16.0% | -8.6% |
| 30D | -7.5% | +20.0% | -27.6% | -13.2% |
| 3M | -6.0% | +30.4% | -36.4% | -14.5% |
| 6M | -20.1% | +91.0% | -111.1% | -37.7% |
| YTD | +20.2% | +95.9% | -75.7% | -11.3% |
| 1Y | +29.9% | +158.9% | -128.9% | -18.4% |
| All | +29.9% | +156.5% | -126.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling