+0.5%
MCHP vs STRL
+531.3%
-530.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.9% |
| 7D | +2.8% | +10.1% | -7.3% | +0.3% |
| 30D | -12.8% | -8.2% | -4.6% | -11.2% |
| 3M | -19.2% | -43.7% | +24.5% | -8.3% |
| 6M | +14.5% | +27.1% | -12.6% | +3.8% |
| YTD | +17.1% | +64.0% | -46.9% | -1.7% |
| 1Y | +15.3% | +75.2% | -59.8% | -6.6% |
| 3Y | +0.5% | +539.9% | -539.4% | -44.7% |
| All | +0.5% | +531.3% | -530.8% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling