+36.6%
MCHPP vs SPY
+38.6%
-2.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +1.1% |
| 7D | -0.6% | -0.8% | +0.1% | +0.9% |
| 30D | -5.2% | -1.1% | -4.1% | -3.2% |
| 3M | -17.5% | +3.9% | -21.4% | -22.5% |
| 6M | +12.3% | +13.6% | -1.3% | -10.2% |
| YTD | +13.7% | +12.7% | +1.0% | -7.8% |
| 1Y | +12.2% | +17.5% | -5.3% | -16.1% |
| All | +36.6% | +38.6% | -2.0% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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