-14.4%
MCHP vs SN
+490.7%
-505.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.9% |
| 7D | +1.7% | -9.3% | +11.0% | +5.5% |
| 30D | -4.1% | -4.8% | +0.7% | -2.3% |
| 3M | -22.5% | +40.4% | -62.9% | -32.8% |
| 6M | +7.3% | +50.9% | -43.7% | -10.3% |
| YTD | +18.4% | +54.9% | -36.6% | -2.6% |
| 1Y | +18.1% | +43.0% | -24.9% | -0.3% |
| 3Y | -2.8% | +391.8% | -394.6% | -37.5% |
| All | -14.4% | +490.7% | -505.1% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling