+199.5%
MCHP vs SYY
+116.5%
+82.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.2% |
| 7D | 0.0% | +3.9% | -3.9% | -1.7% |
| 30D | -6.0% | -1.7% | -4.3% | -5.4% |
| 3M | -19.7% | +5.2% | -24.9% | -22.1% |
| 6M | +14.0% | -0.2% | +14.2% | +12.4% |
| YTD | +18.4% | +15.4% | +3.1% | +8.2% |
| 1Y | +17.1% | +5.6% | +11.5% | +11.3% |
| 3Y | +0.7% | +28.9% | -28.2% | -14.7% |
| 5Y | +5.1% | +24.1% | -19.0% | -9.2% |
| All | +199.5% | +116.5% | +82.9% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling