-12.5%
MCHP vs SO
+53.1%
-65.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | -17.5% | +0.8% | -18.3% | -17.4% |
| 30D | -15.8% | +7.8% | -23.7% | -14.5% |
| 3M | -22.9% | +2.9% | -25.8% | -22.3% |
| 6M | -36.6% | +2.5% | -39.0% | -36.3% |
| YTD | -0.8% | +10.3% | -11.1% | +0.5% |
| 1Y | +16.5% | +6.4% | +10.2% | +17.7% |
| All | -12.5% | +53.1% | -65.7% | -14.5% |
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