-2.8%
MCHP vs SPXU
-79.4%
+76.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -0.7% |
| 7D | -2.1% | +6.4% | -8.4% | +2.3% |
| 30D | -11.1% | +5.9% | -17.1% | -7.2% |
| 3M | -18.1% | -11.7% | -6.4% | -22.6% |
| 6M | +10.8% | -28.7% | +39.5% | -6.8% |
| YTD | +14.2% | -26.4% | +40.6% | -0.9% |
| 1Y | +13.5% | -35.2% | +48.7% | -8.1% |
| All | -2.8% | -79.4% | +76.6% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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