+42,373.8%
MCHP vs SPY
+2,984.7%
+39,389.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -4.1% | +0.1% | -4.1% | -4.1% |
| 3M | -22.5% | +2.0% | -24.5% | -23.6% |
| 6M | +7.3% | +13.0% | -5.7% | -7.4% |
| YTD | +18.4% | +13.5% | +4.8% | +1.5% |
| 1Y | +18.1% | +20.0% | -1.8% | -5.5% |
| 3Y | -2.8% | +77.2% | -80.0% | -50.7% |
| 5Y | +5.5% | +81.9% | -76.4% | -46.0% |
| 10Y | +185.8% | +314.1% | -128.2% | -43.0% |
| All | +42,373.8% | +2,984.7% | +39,389.2% | +564.8% |
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