+199.5%
MCHP vs SPY
+322.5%
-123.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +2.2% |
| 7D | 0.0% | -0.8% | +0.8% | +1.4% |
| 30D | -6.0% | -1.1% | -5.0% | -4.3% |
| 3M | -19.7% | +3.9% | -23.5% | -23.7% |
| 6M | +14.0% | +13.6% | +0.4% | -5.9% |
| YTD | +18.4% | +12.7% | +5.8% | -1.0% |
| 1Y | +17.1% | +17.5% | -0.4% | -8.2% |
| 3Y | +0.7% | +76.9% | -76.2% | -56.4% |
| 5Y | +5.1% | +83.6% | -78.5% | -55.3% |
| All | +199.5% | +322.5% | -123.0% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling