+42,373.8%
MCHP vs STRL
+25,846.1%
+16,527.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.8% | -4.3% | +1.1% |
| 7D | +1.7% | +3.4% | -1.7% | +1.5% |
| 30D | -4.1% | -9.2% | +5.2% | -3.6% |
| 3M | -22.5% | -51.0% | +28.5% | -19.5% |
| 6M | +7.3% | +15.8% | -8.5% | +5.8% |
| YTD | +18.4% | +58.9% | -40.5% | +14.7% |
| 1Y | +18.1% | +68.5% | -50.4% | +13.9% |
| 3Y | -2.8% | +485.2% | -488.0% | -12.4% |
| 5Y | +5.5% | +2,005.1% | -1,999.6% | -10.1% |
| 10Y | +185.8% | +7,118.0% | -6,932.1% | +132.8% |
| All | +42,373.8% | +25,846.1% | +16,527.7% | +43,893.7% |
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 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