+35,221.4%
MCHP vs SPY
+2,928.8%
+32,292.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.2% |
| 7D | +5.7% | +2.6% | +3.1% | +2.2% |
| 30D | -13.4% | -2.0% | -11.5% | -10.4% |
| 3M | -20.1% | -2.8% | -17.3% | -16.2% |
| 6M | -35.5% | +2.1% | -37.7% | -35.9% |
| YTD | -1.6% | +11.5% | -13.0% | -12.7% |
| 1Y | +15.5% | +13.5% | +2.0% | +0.2% |
| 3Y | -13.2% | +77.7% | -90.9% | -55.8% |
| 5Y | -17.5% | +72.6% | -90.1% | -54.5% |
| 10Y | +136.0% | +308.2% | -172.2% | -51.5% |
| All | +35,221.4% | +2,928.8% | +32,292.6% | +471.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling