+764.8%
MCHP vs SPYM
+824.3%
-59.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | +2.8% | +0.6% | +2.2% | +2.0% |
| 30D | -12.8% | -0.9% | -11.9% | -11.8% |
| 3M | -19.2% | +3.9% | -23.1% | -22.2% |
| 6M | +14.5% | +14.5% | 0.0% | -1.8% |
| YTD | +17.1% | +13.0% | +4.1% | +2.2% |
| 1Y | +15.3% | +19.4% | -4.1% | -5.6% |
| 3Y | +0.5% | +78.9% | -78.4% | -46.4% |
| 5Y | +6.1% | +82.3% | -76.2% | -42.3% |
| 10Y | +192.2% | +314.7% | -122.5% | -24.7% |
| All | +764.8% | +824.3% | -59.4% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling