+760.5%
MCHP vs SPYM
+820.0%
-59.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.8% |
| 30D | -9.8% | -1.4% | -8.4% | -8.2% |
| 3M | -19.7% | +3.7% | -23.4% | -22.5% |
| 6M | +13.6% | +13.0% | +0.5% | -1.0% |
| YTD | +16.5% | +12.5% | +4.1% | +2.3% |
| 1Y | +15.7% | +18.6% | -2.9% | -4.5% |
| 3Y | 0.0% | +78.0% | -78.1% | -46.4% |
| 5Y | +4.4% | +82.3% | -77.9% | -43.1% |
| 10Y | +201.4% | +322.9% | -121.5% | -23.6% |
| All | +760.5% | +820.0% | -59.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded SPYM 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling