+1.4%
MCHP vs SPG
+103.4%
-102.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -2.1% | -2.2% | +0.1% | -0.5% |
| 30D | -11.1% | -5.8% | -5.4% | -7.3% |
| 3M | -18.1% | -2.8% | -15.3% | -17.4% |
| 6M | +10.8% | +8.9% | +1.9% | +1.7% |
| YTD | +14.2% | +14.3% | 0.0% | +0.7% |
| 1Y | +13.5% | +19.5% | -6.0% | -4.2% |
| 3Y | -2.0% | +106.9% | -108.9% | -45.6% |
| 5Y | +1.4% | +108.7% | -107.3% | -46.2% |
| All | +1.4% | +103.4% | -102.0% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling