+101.9%
MCHP vs SNAP
-78.1%
+180.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +5.7% | +6.0% | -0.3% | +4.5% |
| 30D | -13.4% | -13.8% | +0.3% | -10.9% |
| 3M | -20.1% | -0.8% | -19.4% | -20.5% |
| 6M | -35.5% | -6.2% | -29.3% | -35.4% |
| YTD | -1.6% | -34.8% | +33.3% | +4.5% |
| 1Y | +15.5% | -38.7% | +54.2% | +24.0% |
| 3Y | -13.2% | -53.5% | +40.3% | -6.9% |
| 5Y | -17.5% | -90.2% | +72.7% | +2.7% |
| All | +101.9% | -78.1% | +180.0% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling