+199.5%
MCHP vs SPG
+64.5%
+135.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | 0.0% | -1.2% | +1.2% | +0.5% |
| 30D | -6.0% | -6.1% | +0.1% | -3.5% |
| 3M | -19.7% | -3.6% | -16.0% | -18.8% |
| 6M | +14.0% | +10.4% | +3.6% | +8.2% |
| YTD | +18.4% | +14.4% | +4.1% | +10.5% |
| 1Y | +17.1% | +16.5% | +0.6% | +8.1% |
| 3Y | +0.7% | +106.8% | -106.1% | -26.3% |
| 5Y | +5.1% | +108.9% | -103.8% | -23.3% |
| All | +199.5% | +64.5% | +135.0% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling