+188.9%
MCHP vs STM
+660.7%
-471.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.8% |
| 7D | -2.1% | -1.1% | -1.0% | -1.3% |
| 30D | -11.1% | -7.8% | -3.3% | -6.0% |
| 3M | -18.1% | -28.2% | +10.1% | +1.4% |
| 6M | +10.8% | +52.0% | -41.2% | -22.1% |
| YTD | +14.2% | +96.4% | -82.1% | -34.5% |
| 1Y | +13.5% | +98.8% | -85.4% | -36.1% |
| 3Y | -2.0% | +18.3% | -20.3% | -22.8% |
| 5Y | +1.4% | +17.7% | -16.3% | -20.9% |
| All | +188.9% | +660.7% | -471.8% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling