+95.8%
MCHP vs SPOT
+216.9%
-121.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | 0.0% | -3.1% | +3.1% | +1.0% |
| 30D | -6.0% | +7.4% | -13.4% | -8.4% |
| 3M | -19.7% | +8.2% | -27.9% | -22.3% |
| 6M | +14.0% | +2.2% | +11.8% | +11.0% |
| YTD | +18.4% | -9.5% | +27.9% | +18.2% |
| 1Y | +17.1% | -23.8% | +40.9% | +23.2% |
| 3Y | +0.7% | +233.5% | -232.8% | -39.6% |
| 5Y | +5.1% | +112.2% | -107.1% | -32.4% |
| All | +95.8% | +216.9% | -121.1% | -5.9% |
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