+8,990.6%
MCHP vs SPG
+5,256.9%
+3,733.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +1.7% | -2.4% | +4.1% | +2.6% |
| 30D | -4.1% | -6.8% | +2.8% | -1.4% |
| 3M | -22.5% | +2.7% | -25.2% | -23.8% |
| 6M | +7.3% | +5.5% | +1.8% | +4.5% |
| YTD | +18.4% | +15.7% | +2.7% | +11.2% |
| 1Y | +18.1% | +20.9% | -2.7% | +8.8% |
| 3Y | -2.8% | +112.4% | -115.2% | -26.7% |
| 5Y | +5.5% | +101.4% | -95.9% | -18.7% |
| 10Y | +185.8% | +60.6% | +125.2% | +112.7% |
| All | +8,990.6% | +5,256.9% | +3,733.7% | +1,405.1% |
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