-12.6%
MCHP vs SNAP
-53.9%
+41.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.6% |
| 7D | -4.3% | +2.6% | -6.8% | -4.9% |
| 30D | -16.3% | -19.6% | +3.3% | -11.1% |
| 3M | -21.4% | +0.4% | -21.8% | -22.2% |
| 6M | -35.8% | -5.9% | -29.8% | -35.7% |
| YTD | -0.9% | -35.3% | +34.4% | +9.0% |
| 1Y | +14.5% | -42.6% | +57.1% | +30.4% |
| All | -12.6% | -53.9% | +41.3% | -15.5% |
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