+0.5%
MCHP vs SPGI
+17.8%
-17.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.2% |
| 7D | +2.8% | -2.5% | +5.2% | +3.7% |
| 30D | -12.8% | +5.4% | -18.2% | -15.0% |
| 3M | -19.2% | +9.0% | -28.2% | -23.5% |
| 6M | +14.5% | +0.8% | +13.8% | +12.8% |
| YTD | +17.1% | -12.6% | +29.7% | +26.5% |
| 1Y | +15.3% | -16.1% | +31.4% | +28.7% |
| 3Y | +0.5% | +19.0% | -18.5% | -15.4% |
| All | +0.5% | +17.8% | -17.4% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling