+13.5%
MCHP vs STRL
+66.6%
-53.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -2.1% | +5.4% | -7.5% | -3.2% |
| 30D | -11.1% | -9.0% | -2.1% | -9.4% |
| 3M | -18.1% | -37.1% | +19.0% | -10.3% |
| 6M | +10.8% | +17.8% | -7.0% | +6.7% |
| YTD | +14.2% | +58.3% | -44.1% | +3.2% |
| 1Y | +13.5% | +61.0% | -47.6% | +3.5% |
| All | +13.5% | +66.6% | -53.2% | +3.5% |
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