+142.8%
MCHP vs SNAP
-77.2%
+220.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.5% | +2.2% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -4.1% | +2.6% | -6.7% | -4.9% |
| 3M | -22.5% | -9.9% | -12.6% | -21.5% |
| 6M | +7.3% | +1.9% | +5.4% | +5.1% |
| YTD | +18.4% | -32.2% | +50.6% | +25.0% |
| 1Y | +18.1% | -22.8% | +41.0% | +21.2% |
| 3Y | -2.8% | -47.6% | +44.8% | +2.1% |
| 5Y | +5.5% | -92.7% | +98.2% | +37.2% |
| All | +142.8% | -77.2% | +220.1% | +113.7% |
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