+3.0%
MCHP vs SPYM
+82.5%
-79.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +2.6% |
| 7D | 0.0% | -1.0% | +1.1% | +2.0% |
| 30D | -6.0% | -1.3% | -4.7% | -3.7% |
| 3M | -19.7% | +3.6% | -23.3% | -23.8% |
| 6M | +14.0% | +13.3% | +0.7% | -7.3% |
| YTD | +18.4% | +12.4% | +6.0% | -2.4% |
| 1Y | +17.1% | +17.3% | -0.2% | -10.2% |
| 3Y | +0.7% | +76.8% | -76.0% | -59.4% |
| All | +3.0% | +82.5% | -79.5% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling