+3,197.9%
MCHP vs SRE
+1,544.3%
+1,653.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.3% | +1.5% | -1.1% | -0.2% |
| 30D | -9.8% | +0.8% | -10.6% | -10.3% |
| 3M | -19.7% | -5.8% | -13.9% | -18.2% |
| 6M | +13.6% | -7.8% | +21.4% | +16.5% |
| YTD | +16.5% | -2.4% | +18.9% | +16.6% |
| 1Y | +15.7% | +8.9% | +6.8% | +10.6% |
| 3Y | 0.0% | +31.1% | -31.1% | -13.0% |
| 5Y | +4.4% | +48.6% | -44.2% | -14.0% |
| 10Y | +201.4% | +126.1% | +75.3% | +107.9% |
| All | +3,197.9% | +1,544.3% | +1,653.7% | +1,288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling