+0.5%
MCHP vs STM
+20.8%
-20.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.7% |
| 7D | +2.8% | +5.2% | -2.4% | -0.8% |
| 30D | -12.8% | -7.4% | -5.5% | -8.2% |
| 3M | -19.2% | -30.6% | +11.4% | +2.3% |
| 6M | +14.5% | +66.4% | -51.8% | -25.9% |
| YTD | +17.1% | +101.1% | -84.0% | -35.6% |
| 1Y | +15.3% | +97.4% | -82.1% | -36.6% |
| 3Y | +0.5% | +21.1% | -20.7% | -28.9% |
| All | +0.5% | +20.8% | -20.4% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling