-13.2%
MCHP vs STT
+182.6%
-195.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +5.7% | +4.8% | +0.9% | +1.5% |
| 30D | -13.4% | +3.9% | -17.4% | -15.8% |
| 3M | -20.1% | -8.2% | -12.0% | -13.8% |
| 6M | -35.5% | +15.6% | -51.1% | -43.2% |
| YTD | -1.6% | +37.6% | -39.2% | -27.1% |
| 1Y | +15.5% | +50.1% | -34.6% | -21.2% |
| 3Y | -13.2% | +183.1% | -196.2% | -66.3% |
| All | -13.2% | +182.6% | -195.8% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling