+72.8%
MCHS vs SPY
+39.0%
+33.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -0.6% | -0.4% | -0.2% | -0.3% |
| 30D | -5.3% | -1.4% | -4.0% | -4.3% |
| 3M | -11.1% | +3.7% | -14.8% | -13.5% |
| 6M | +5.9% | +13.0% | -7.1% | -3.1% |
| YTD | +24.2% | +12.4% | +11.8% | +14.1% |
| 1Y | +25.1% | +18.5% | +6.6% | +10.5% |
| All | +72.8% | +39.0% | +33.8% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling