+29.9%
MCHP vs STM
+92.4%
-62.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.1% | +2.8% | +0.4% |
| 7D | -5.4% | -6.0% | +0.6% | -1.9% |
| 30D | -7.5% | -20.9% | +13.4% | +6.2% |
| 3M | -6.0% | -15.8% | +9.7% | +3.7% |
| 6M | -20.1% | -17.0% | -3.0% | -13.7% |
| YTD | +20.2% | +76.8% | -56.6% | -28.3% |
| 1Y | +29.9% | +96.5% | -66.6% | -32.5% |
| All | +29.9% | +92.4% | -62.4% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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