+71.1%
MCHS vs SPY
+39.4%
+31.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.7% |
| 7D | -2.1% | -0.8% | -1.3% | -1.4% |
| 30D | -6.2% | -1.1% | -5.2% | -5.4% |
| 3M | -11.9% | +3.9% | -15.7% | -14.4% |
| 6M | +3.2% | +13.6% | -10.4% | -5.9% |
| YTD | +23.0% | +12.7% | +10.3% | +12.7% |
| 1Y | +21.4% | +17.5% | +3.9% | +7.9% |
| All | +71.1% | +39.4% | +31.7% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling