+199.5%
MCHP vs SPYM
+325.3%
-125.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +2.3% |
| 7D | 0.0% | -0.8% | +0.8% | +1.4% |
| 30D | -6.0% | -1.1% | -5.0% | -4.3% |
| 3M | -19.7% | +3.9% | -23.6% | -23.7% |
| 6M | +14.0% | +13.6% | +0.4% | -5.8% |
| YTD | +18.4% | +12.7% | +5.7% | -0.9% |
| 1Y | +17.1% | +17.6% | -0.5% | -8.1% |
| 3Y | +0.7% | +77.2% | -76.5% | -56.2% |
| 5Y | +5.1% | +84.1% | -79.0% | -55.2% |
| All | +199.5% | +325.3% | -125.8% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling