+199.5%
MCHP vs SRE
+122.3%
+77.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.4% | +4.0% |
| 7D | 0.0% | -0.8% | +0.9% | +0.4% |
| 30D | -6.0% | -3.0% | -3.0% | -5.0% |
| 3M | -19.7% | -8.3% | -11.4% | -16.9% |
| 6M | +14.0% | -8.9% | +22.9% | +18.1% |
| YTD | +18.4% | -4.3% | +22.7% | +19.4% |
| 1Y | +17.1% | +2.7% | +14.4% | +13.9% |
| 3Y | +0.7% | +28.7% | -28.0% | -15.2% |
| 5Y | +5.1% | +47.1% | -42.0% | -18.0% |
| All | +199.5% | +122.3% | +77.1% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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