+201.4%
MCHP vs STRL
+7,055.3%
-6,854.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +0.3% | +8.2% | -7.9% | -1.9% |
| 30D | -9.8% | -6.3% | -3.4% | -8.3% |
| 3M | -19.7% | -41.2% | +21.5% | -8.2% |
| 6M | +13.6% | +20.4% | -6.8% | +1.8% |
| YTD | +16.5% | +61.7% | -45.2% | -5.2% |
| 1Y | +15.7% | +72.7% | -57.0% | -9.3% |
| 3Y | 0.0% | +530.9% | -531.0% | -50.9% |
| 5Y | +4.4% | +2,125.4% | -2,121.0% | -66.3% |
| 10Y | +201.4% | +7,301.3% | -7,099.9% | -29.6% |
| All | +201.4% | +7,055.3% | -6,854.0% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling