+29.9%
MCHP vs SPGI
+3.2%
+26.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.6% | -2.8% |
| 7D | -5.4% | +7.2% | -12.6% | -4.5% |
| 30D | -7.5% | +23.2% | -30.8% | -5.1% |
| 3M | -6.0% | +17.0% | -23.1% | -4.1% |
| 6M | -20.1% | +20.4% | -40.5% | -17.9% |
| YTD | +20.2% | -1.9% | +22.1% | +31.3% |
| 1Y | +29.9% | +2.9% | +27.0% | +38.8% |
| All | +29.9% | +3.2% | +26.7% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling