-17.2%
MCHP vs SNDQ
-95.1%
+77.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.2% | +4.5% |
| 7D | 0.0% | +11.6% | -11.6% | +1.4% |
| 30D | -6.0% | -45.1% | +39.0% | -11.1% |
| 3M | -19.7% | -68.6% | +48.9% | -17.8% |
| All | -17.2% | -95.1% | +77.8% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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 · Available span rolling