+93.7%
MCHP vs SPOT
+218.6%
-125.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.3% |
| 7D | +2.8% | -2.9% | +5.6% | +3.6% |
| 30D | -12.8% | +8.3% | -21.1% | -15.3% |
| 3M | -19.2% | +5.1% | -24.3% | -21.2% |
| 6M | +14.5% | -6.5% | +21.0% | +14.6% |
| YTD | +17.1% | -9.0% | +26.1% | +16.7% |
| 1Y | +15.3% | -26.4% | +41.7% | +22.8% |
| 3Y | +0.5% | +240.0% | -239.6% | -40.2% |
| 5Y | +6.1% | +111.7% | -105.6% | -31.7% |
| All | +93.7% | +218.6% | -125.0% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling