+4,096.9%
MCHP vs STM
+2,025.5%
+2,071.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -4.3% | +16.3% | -20.6% | -12.5% |
| 30D | -16.3% | -6.3% | -10.0% | -13.4% |
| 3M | -21.4% | -14.1% | -7.3% | -14.8% |
| 6M | -35.8% | -19.6% | -16.2% | -29.3% |
| YTD | -0.9% | +80.1% | -81.0% | -32.1% |
| 1Y | +14.5% | +95.4% | -80.8% | -24.8% |
| 3Y | -13.7% | +14.7% | -28.4% | -24.6% |
| 5Y | -16.9% | -5.4% | -11.5% | -18.8% |
| 10Y | +137.5% | +465.5% | -328.0% | -11.8% |
| All | +4,096.9% | +2,025.5% | +2,071.4% | +729.8% |
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