+4.4%
MCHP vs STLA
-63.2%
+67.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | +0.3% | +0.4% | 0.0% | +0.1% |
| 30D | -9.8% | -5.2% | -4.6% | -7.8% |
| 3M | -19.7% | -24.9% | +5.2% | -7.7% |
| 6M | +13.6% | -25.2% | +38.7% | +29.1% |
| YTD | +16.5% | -51.4% | +68.0% | +62.3% |
| 1Y | +15.7% | -40.7% | +56.4% | +41.0% |
| 3Y | 0.0% | -66.3% | +66.2% | +56.5% |
| 5Y | +4.4% | -63.2% | +67.7% | +46.7% |
| All | +4.4% | -63.2% | +67.6% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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