-35.8%
MCHP vs STZ
+2.9%
-38.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | 0.0% |
| 7D | -4.3% | 0.0% | -4.3% | -4.4% |
| 30D | -16.3% | +14.7% | -31.0% | -12.8% |
| 3M | -21.4% | +8.8% | -30.2% | -17.9% |
| 6M | -35.8% | +3.1% | -38.8% | -32.7% |
| All | -35.8% | +2.9% | -38.7% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling