+3,978.6%
MCHP vs STM
+1,945.0%
+2,033.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -22.6% | -7.9% | -14.6% | -18.9% |
| 30D | -20.1% | -14.1% | -6.0% | -13.2% |
| 3M | -25.4% | -17.6% | -7.8% | -17.3% |
| 6M | -38.4% | -24.2% | -14.2% | -30.0% |
| YTD | -3.7% | +73.3% | -77.0% | -32.5% |
| 1Y | +11.7% | +90.1% | -78.4% | -25.5% |
| 3Y | -16.1% | +10.3% | -26.5% | -25.1% |
| 5Y | -16.9% | -5.7% | -11.2% | -18.5% |
| 10Y | +133.4% | +444.1% | -310.7% | -11.4% |
| All | +3,978.6% | +1,945.0% | +2,033.7% | +724.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling