+35,450.5%
MCHP vs STRL
+15,985.3%
+19,465.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | 0.0% |
| 7D | -4.3% | +23.4% | -27.7% | -5.5% |
| 30D | -16.3% | -39.5% | +23.2% | -14.0% |
| 3M | -21.4% | -45.1% | +23.7% | -18.8% |
| 6M | -35.8% | -64.6% | +28.8% | -32.2% |
| YTD | -0.9% | -1.5% | +0.6% | -1.5% |
| 1Y | +14.5% | -20.8% | +35.3% | +15.0% |
| 3Y | -13.7% | +353.1% | -366.8% | -20.9% |
| 5Y | -16.9% | +942.9% | -959.8% | -26.8% |
| 10Y | +137.5% | +3,847.6% | -3,710.2% | +99.0% |
| All | +35,450.5% | +15,985.3% | +19,465.1% | +37,666.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling