+29.9%
MCHP vs STRL
-30.1%
+60.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -21.5% | +18.2% | +1.5% |
| 7D | -5.4% | -27.1% | +21.7% | +0.8% |
| 30D | -7.5% | -45.8% | +38.3% | +5.0% |
| 3M | -6.0% | -47.6% | +41.6% | +7.3% |
| 6M | -20.1% | -46.4% | +26.4% | -8.0% |
| YTD | +20.2% | -7.4% | +27.6% | +23.0% |
| 1Y | +29.9% | -25.9% | +55.8% | +39.0% |
| All | +29.9% | -30.1% | +60.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling