+3.0%
MCHP vs SPXU
-86.1%
+89.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +2.2% |
| 7D | 0.0% | +2.5% | -2.4% | +1.7% |
| 30D | -6.0% | +4.2% | -10.2% | -3.4% |
| 3M | -19.7% | -9.3% | -10.4% | -22.4% |
| 6M | +14.0% | -30.7% | +44.7% | -3.5% |
| YTD | +18.4% | -28.1% | +46.6% | +3.3% |
| 1Y | +17.1% | -35.2% | +52.4% | -2.2% |
| 3Y | +0.7% | -79.9% | +80.6% | -45.8% |
| All | +3.0% | -86.1% | +89.1% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling