+29.9%
MCHP vs SPXS
-30.2%
+60.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -6.7% |
| 7D | -5.4% | +2.2% | -7.6% | -3.7% |
| 30D | -7.5% | +3.8% | -11.3% | -4.4% |
| 3M | -6.0% | +3.3% | -9.4% | -2.3% |
| 6M | -20.1% | -16.7% | -3.4% | -24.6% |
| YTD | +20.2% | -28.5% | +48.8% | +6.0% |
| 1Y | +29.9% | -30.4% | +60.4% | +14.0% |
| All | +29.9% | -30.2% | +60.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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