+4.4%
MCHP vs SO
+57.7%
-53.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -9.8% | -2.5% | -7.3% | -9.5% |
| 3M | -19.7% | -4.2% | -15.5% | -19.6% |
| 6M | +13.6% | -7.7% | +21.2% | +14.2% |
| YTD | +16.5% | +3.8% | +12.7% | +14.9% |
| 1Y | +15.7% | +0.1% | +15.6% | +14.5% |
| 3Y | 0.0% | +44.2% | -44.3% | -13.0% |
| 5Y | +4.4% | +57.9% | -53.5% | -13.0% |
| All | +4.4% | +57.7% | -53.3% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling