+134.5%
MCHP vs SPGI
+333.9%
-199.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.4% |
| 7D | +5.7% | +1.2% | +4.5% | +4.9% |
| 30D | -13.4% | +15.9% | -29.3% | -21.5% |
| 3M | -20.1% | +12.3% | -32.4% | -26.6% |
| 6M | -35.5% | +23.7% | -59.2% | -46.1% |
| YTD | -1.6% | -3.5% | +2.0% | -3.6% |
| 1Y | +15.5% | +0.4% | +15.1% | +9.6% |
| 3Y | -13.2% | +29.9% | -43.1% | -32.7% |
| 5Y | -17.5% | +15.2% | -32.7% | -31.0% |
| All | +134.5% | +333.9% | -199.3% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling