+979.1%
MCHP vs SNY
+241.9%
+737.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | 0.0% | -3.3% | +3.4% | +1.5% |
| 30D | -6.0% | -2.2% | -3.9% | -5.2% |
| 3M | -19.7% | -3.0% | -16.6% | -19.2% |
| 6M | +14.0% | +2.7% | +11.3% | +11.6% |
| YTD | +18.4% | -6.8% | +25.3% | +20.8% |
| 1Y | +17.1% | -5.3% | +22.4% | +18.0% |
| 3Y | +0.7% | -9.8% | +10.5% | +0.2% |
| 5Y | +5.1% | +9.7% | -4.6% | -7.2% |
| 10Y | +206.3% | +64.5% | +141.8% | +121.5% |
| All | +979.1% | +241.9% | +737.2% | +351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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