+18.1%
MCHP vs SO
-1.3%
+19.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.1% |
| 7D | +1.7% | -0.2% | +1.9% | +1.6% |
| 30D | -4.1% | -4.6% | +0.5% | -6.1% |
| 3M | -22.5% | -3.0% | -19.5% | -24.0% |
| 6M | +7.3% | -8.3% | +15.5% | +2.5% |
| YTD | +18.4% | +3.5% | +14.9% | +19.4% |
| 1Y | +18.1% | -0.9% | +19.1% | +13.9% |
| All | +18.1% | -1.3% | +19.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling