-13.2%
MCHP vs STZ
-34.9%
+21.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +5.7% | +2.6% | +3.1% | +5.1% |
| 30D | -13.4% | +15.2% | -28.6% | -16.6% |
| 3M | -20.1% | +7.6% | -27.8% | -21.6% |
| 6M | -35.5% | +5.3% | -40.8% | -36.6% |
| YTD | -1.6% | +8.6% | -10.2% | -6.2% |
| 1Y | +15.5% | +15.6% | -0.1% | +7.0% |
| 3Y | -13.2% | -35.2% | +22.0% | -5.7% |
| All | -13.2% | -34.9% | +21.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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