-17.0%
MCHP vs SO
+77.0%
-94.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | -17.5% | +0.8% | -18.3% | -17.6% |
| 30D | -15.8% | +7.8% | -23.7% | -16.4% |
| 3M | -22.9% | +2.9% | -25.8% | -23.1% |
| 6M | -36.6% | +2.5% | -39.0% | -36.9% |
| YTD | -0.8% | +10.3% | -11.1% | -2.8% |
| 1Y | +16.5% | +6.4% | +10.2% | +14.9% |
| 3Y | -13.6% | +52.8% | -66.4% | -25.4% |
| 5Y | -17.0% | +78.7% | -95.7% | -28.9% |
| All | -17.0% | +77.0% | -94.0% | -28.9% |
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 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