+42,373.8%
MCHP vs STT
+2,944.3%
+39,429.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +1.7% | +0.5% | +1.2% | +1.5% |
| 30D | -4.1% | +3.9% | -7.9% | -5.5% |
| 3M | -22.5% | +20.0% | -42.5% | -27.7% |
| 6M | +7.3% | +55.3% | -48.0% | -9.2% |
| YTD | +18.4% | +53.3% | -35.0% | +0.4% |
| 1Y | +18.1% | +74.7% | -56.6% | -4.4% |
| 3Y | -2.8% | +205.8% | -208.6% | -35.4% |
| 5Y | +5.5% | +145.0% | -139.5% | -25.1% |
| 10Y | +185.8% | +266.0% | -80.2% | +73.9% |
| All | +42,373.8% | +2,944.3% | +39,429.5% | +8,429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling