+4,914.3%
MCHP vs STM
+2,285.7%
+2,628.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +0.4% |
| 7D | +1.7% | +5.8% | -4.1% | -1.5% |
| 30D | -4.1% | -1.0% | -3.1% | -3.4% |
| 3M | -22.5% | -33.3% | +10.7% | -3.7% |
| 6M | +7.3% | +57.4% | -50.1% | -19.5% |
| YTD | +18.4% | +102.2% | -83.8% | -23.6% |
| 1Y | +18.1% | +99.6% | -81.5% | -23.6% |
| 3Y | -2.8% | +14.5% | -17.3% | -14.6% |
| 5Y | +5.5% | +21.4% | -15.9% | -9.7% |
| 10Y | +185.8% | +695.0% | -509.1% | -11.6% |
| All | +4,914.3% | +2,285.7% | +2,628.5% | +833.2% |
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