+42,373.9%
MCHP vs STZ
+7,791.9%
+34,582.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.6% |
| 7D | +1.7% | -1.9% | +3.6% | +2.2% |
| 30D | -4.1% | -1.9% | -2.2% | -3.7% |
| 3M | -22.5% | -6.2% | -16.3% | -21.5% |
| 6M | +7.3% | -14.0% | +21.3% | +11.0% |
| YTD | +18.4% | -5.1% | +23.5% | +18.6% |
| 1Y | +18.1% | -9.6% | +27.7% | +19.9% |
| 3Y | -2.8% | -47.2% | +44.4% | +13.6% |
| 5Y | +5.5% | -33.6% | +39.1% | +15.7% |
| 10Y | +185.8% | -9.8% | +195.6% | +184.9% |
| All | +42,373.9% | +7,791.9% | +34,582.0% | +12,777.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling