+136.1%
MCHP vs SPGI
+329.2%
-193.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.8% |
| 7D | -4.3% | -0.8% | -3.4% | -3.7% |
| 30D | -16.3% | +14.3% | -30.6% | -23.4% |
| 3M | -21.4% | +14.5% | -35.9% | -28.8% |
| 6M | -35.8% | +17.3% | -53.0% | -44.3% |
| YTD | -0.9% | -4.6% | +3.7% | -2.3% |
| 1Y | +14.5% | +0.8% | +13.8% | +8.2% |
| 3Y | -13.7% | +28.8% | -42.4% | -32.7% |
| 5Y | -16.9% | +14.0% | -30.9% | -30.0% |
| All | +136.1% | +329.2% | -193.1% | -12.7% |
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