+134.5%
MCHP vs STT
+198.3%
-63.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.7% | +4.8% | +0.9% | +2.6% |
| 30D | -13.4% | +3.9% | -17.4% | -15.2% |
| 3M | -20.1% | -8.2% | -12.0% | -15.4% |
| 6M | -35.5% | +15.6% | -51.1% | -41.1% |
| YTD | -1.6% | +37.6% | -39.2% | -20.0% |
| 1Y | +15.5% | +50.1% | -34.6% | -11.1% |
| 3Y | -13.2% | +183.1% | -196.2% | -54.5% |
| 5Y | -17.5% | +104.8% | -122.3% | -49.5% |
| All | +134.5% | +198.3% | -63.7% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling