+188.9%
MCHP vs SPGI
+291.9%
-103.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -0.7% |
| 7D | -2.1% | -8.9% | +6.8% | +4.0% |
| 30D | -11.1% | +0.6% | -11.8% | -12.1% |
| 3M | -18.1% | +2.0% | -20.1% | -21.3% |
| 6M | +10.8% | +0.1% | +10.7% | +6.7% |
| YTD | +14.2% | -16.4% | +30.7% | +23.3% |
| 1Y | +13.5% | -18.9% | +32.4% | +24.2% |
| 3Y | -2.0% | +13.8% | -15.8% | -16.9% |
| 5Y | +1.4% | +0.5% | +0.9% | -7.3% |
| All | +188.9% | +291.9% | -103.0% | +13.1% |
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