+17.1%
MCHP vs SPOT
-25.0%
+42.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.7% |
| 7D | 0.0% | -3.1% | +3.1% | 0.0% |
| 30D | -6.0% | +7.4% | -13.4% | -6.0% |
| 3M | -19.7% | +8.2% | -27.9% | -19.6% |
| 6M | +14.0% | +2.2% | +11.8% | +14.7% |
| YTD | +18.4% | -9.5% | +27.9% | +15.5% |
| 1Y | +17.1% | -23.8% | +40.9% | +17.4% |
| All | +17.1% | -25.0% | +42.1% | +17.4% |
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