+0.5%
MCHP vs SO
+46.8%
-46.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -0.9% |
| 7D | +2.8% | +1.0% | +1.7% | +2.9% |
| 30D | -12.8% | -3.2% | -9.6% | -13.3% |
| 3M | -19.2% | -1.7% | -17.5% | -19.6% |
| 6M | +14.5% | -7.2% | +21.7% | +13.3% |
| YTD | +17.1% | +4.6% | +12.6% | +17.0% |
| 1Y | +15.3% | +1.2% | +14.1% | +14.7% |
| 3Y | +0.5% | +45.3% | -44.8% | -6.3% |
| All | +0.5% | +46.8% | -46.4% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling