+62.8%
MCHP vs SPOT
+269.3%
-206.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.3% |
| 7D | +5.7% | +1.6% | +4.1% | +5.2% |
| 30D | -13.4% | +16.9% | -30.4% | -17.7% |
| 3M | -20.1% | +23.0% | -43.1% | -25.8% |
| 6M | -35.5% | +42.2% | -77.7% | -43.5% |
| YTD | -1.6% | +5.5% | -7.1% | -6.9% |
| 1Y | +15.5% | -5.1% | +20.5% | +12.9% |
| 3Y | -13.2% | +257.9% | -271.1% | -49.0% |
| 5Y | -17.5% | +118.4% | -135.8% | -47.4% |
| All | +62.8% | +269.3% | -206.5% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling