+0.7%
MCHP vs SPMO
+155.8%
-155.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +2.9% |
| 7D | 0.0% | -0.9% | +1.0% | +1.3% |
| 30D | -6.0% | -1.9% | -4.1% | -3.6% |
| 3M | -19.7% | -1.4% | -18.3% | -17.5% |
| 6M | +14.0% | +25.5% | -11.5% | -15.9% |
| YTD | +18.4% | +24.8% | -6.4% | -12.5% |
| 1Y | +17.1% | +24.5% | -7.4% | -13.0% |
| 3Y | +0.7% | +157.1% | -156.4% | -71.8% |
| All | +0.7% | +155.8% | -155.1% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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