-2.8%
MCHP vs SPOT
+234.5%
-237.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -2.1% | -6.9% | +4.8% | -1.1% |
| 30D | -11.1% | +4.1% | -15.3% | -11.8% |
| 3M | -18.1% | +3.7% | -21.8% | -18.9% |
| 6M | +10.8% | -1.6% | +12.4% | +10.3% |
| YTD | +14.2% | -10.2% | +24.4% | +15.2% |
| 1Y | +13.5% | -25.9% | +39.4% | +19.6% |
| All | -2.8% | +234.5% | -237.3% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling