+729.3%
MCHP vs STLA
+263.8%
+465.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.0% |
| 7D | +1.7% | +2.6% | -0.9% | +0.8% |
| 30D | -4.1% | -1.2% | -2.8% | -4.0% |
| 3M | -22.5% | -24.8% | +2.2% | -15.4% |
| 6M | +7.3% | -25.6% | +32.9% | +16.9% |
| YTD | +18.4% | -48.9% | +67.3% | +43.3% |
| 1Y | +18.1% | -38.8% | +56.9% | +34.0% |
| 3Y | -2.8% | -64.5% | +61.7% | +28.5% |
| 5Y | +5.5% | -62.4% | +67.9% | +35.7% |
| 10Y | +185.8% | +55.4% | +130.4% | +181.5% |
| All | +729.3% | +263.8% | +465.5% | +690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling