+946.3%
MCHP vs SPXU
-100.0%
+1,046.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -0.2% |
| 7D | +2.8% | -1.5% | +4.2% | +2.1% |
| 30D | -12.8% | +3.7% | -16.6% | -11.1% |
| 3M | -19.2% | -9.6% | -9.6% | -21.3% |
| 6M | +14.5% | -32.4% | +46.9% | -0.8% |
| YTD | +17.1% | -28.7% | +45.8% | +4.8% |
| 1Y | +15.3% | -38.2% | +53.5% | -2.0% |
| 3Y | +0.5% | -80.4% | +80.9% | -38.9% |
| 5Y | +6.1% | -86.0% | +92.1% | -29.1% |
| 10Y | +192.2% | -99.5% | +291.8% | -16.2% |
| All | +946.3% | -100.0% | +1,046.3% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling