+0.5%
MCHP vs SNAP
-43.9%
+44.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | +2.8% | +1.5% | +1.3% | +2.3% |
| 30D | -12.8% | +1.9% | -14.7% | -13.8% |
| 3M | -19.2% | -3.9% | -15.3% | -19.2% |
| 6M | +14.5% | +5.2% | +9.3% | +9.7% |
| YTD | +17.1% | -32.7% | +49.8% | +27.9% |
| 1Y | +15.3% | -24.8% | +40.1% | +20.7% |
| 3Y | +0.5% | -42.2% | +42.6% | -5.6% |
| All | +0.5% | -43.9% | +44.4% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 3y: compounded portfolio wealth divided by compounded SNAP 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…
3y analysis · Full analysis span regression · 6 months rolling