+4.4%
MCHP vs SPGI
+1.6%
+2.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | +0.9% |
| 7D | +0.3% | -3.1% | +3.4% | +2.0% |
| 30D | -9.8% | +2.0% | -11.8% | -11.3% |
| 3M | -19.7% | +4.3% | -24.0% | -23.5% |
| 6M | +13.6% | -0.2% | +13.8% | +10.5% |
| YTD | +16.5% | -14.8% | +31.3% | +25.4% |
| 1Y | +15.7% | -18.5% | +34.2% | +28.1% |
| 3Y | 0.0% | +16.0% | -16.0% | -16.6% |
| 5Y | +4.4% | +2.2% | +2.2% | -7.7% |
| All | +4.4% | +1.6% | +2.8% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling