+29.9%
MCHP vs SPOT
+0.4%
+29.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.6% | -7.9% | -2.8% |
| 7D | -5.4% | +16.6% | -22.0% | -3.9% |
| 30D | -7.5% | +29.9% | -37.5% | -5.3% |
| 3M | -6.0% | +31.3% | -37.3% | -4.0% |
| 6M | -20.1% | +43.2% | -63.3% | -18.5% |
| YTD | +20.2% | +8.1% | +12.2% | +15.9% |
| 1Y | +29.9% | -0.3% | +30.2% | +21.8% |
| All | +29.9% | +0.4% | +29.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1y: compounded portfolio wealth divided by compounded SPOT 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…
1y analysis · Full analysis span regression · 6 months rolling