+292.6%
MCHP vs SPMO
+575.0%
-282.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +0.3% | +2.7% | -2.4% | -3.0% |
| 30D | -9.8% | +1.1% | -10.8% | -11.1% |
| 3M | -19.7% | +2.0% | -21.7% | -21.0% |
| 6M | +13.6% | +26.5% | -13.0% | -14.7% |
| YTD | +16.5% | +26.5% | -10.0% | -12.8% |
| 1Y | +15.7% | +27.9% | -12.2% | -14.5% |
| 3Y | 0.0% | +160.4% | -160.4% | -68.4% |
| 5Y | +4.4% | +151.5% | -147.1% | -64.9% |
| 10Y | +201.4% | +526.3% | -325.0% | -48.4% |
| All | +292.6% | +575.0% | -282.4% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling