-17.3%
MCHP vs STRL
+906.9%
-924.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | +0.2% |
| 7D | +5.7% | +15.7% | -9.9% | +1.3% |
| 30D | -13.4% | -35.5% | +22.0% | -3.4% |
| 3M | -20.1% | -47.1% | +27.0% | -6.3% |
| 6M | -35.5% | -65.8% | +30.3% | -16.0% |
| YTD | -1.6% | -4.5% | +3.0% | -8.9% |
| 1Y | +15.5% | -10.5% | +26.0% | +8.3% |
| 3Y | -13.2% | +340.6% | -353.8% | -57.6% |
| All | -17.3% | +906.9% | -924.2% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling