+17.1%
MCHP vs SRE
+4.6%
+12.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.4% | +3.7% |
| 7D | 0.0% | -0.8% | +0.9% | +0.1% |
| 30D | -6.0% | -3.0% | -3.0% | -5.7% |
| 3M | -19.7% | -8.3% | -11.4% | -18.8% |
| 6M | +14.0% | -8.9% | +22.9% | +14.7% |
| YTD | +18.4% | -4.3% | +22.7% | +18.5% |
| 1Y | +17.1% | +2.7% | +14.4% | +19.3% |
| All | +17.1% | +4.6% | +12.5% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling