+7,459.8%
MCHP vs SPG
+5,922.7%
+1,537.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | +5.7% | +2.0% | +3.7% | +4.9% |
| 30D | -13.4% | +17.2% | -30.7% | -18.6% |
| 3M | -20.1% | +6.3% | -26.5% | -22.1% |
| 6M | -35.5% | +18.7% | -54.2% | -40.0% |
| YTD | -1.6% | +30.1% | -31.6% | -11.7% |
| 1Y | +15.5% | +32.8% | -17.3% | +2.7% |
| 3Y | -13.2% | +133.6% | -146.8% | -37.0% |
| 5Y | -17.5% | +84.4% | -101.9% | -34.7% |
| 10Y | +136.0% | +114.3% | +21.6% | +58.2% |
| All | +7,459.8% | +5,922.7% | +1,537.1% | +1,095.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling