-17.4%
MCHP vs SN
+453.9%
-471.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.4% |
| 7D | -2.1% | -7.2% | +5.1% | +0.8% |
| 30D | -11.1% | -13.4% | +2.3% | -6.2% |
| 3M | -18.1% | +26.8% | -44.9% | -26.0% |
| 6M | +10.8% | +44.6% | -33.8% | -5.9% |
| YTD | +14.2% | +45.3% | -31.0% | -3.7% |
| 1Y | +13.5% | +40.1% | -26.6% | -3.5% |
| 3Y | -2.0% | +375.3% | -377.3% | -35.6% |
| All | -17.4% | +453.9% | -471.3% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling