+82.0%
SPY vs MCHP
+1.5%
+80.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -2.0% | -2.1% | +0.1% | -1.5% |
| 30D | -1.7% | -11.1% | +9.5% | +1.3% |
| 3M | +4.7% | -18.1% | +22.8% | +9.1% |
| 6M | +12.5% | +10.8% | +1.7% | +7.0% |
| YTD | +11.7% | +14.2% | -2.5% | +4.6% |
| 1Y | +17.5% | +13.5% | +4.0% | +9.4% |
| 3Y | +76.6% | -2.0% | +78.6% | +61.2% |
| 5Y | +82.0% | +1.4% | +80.6% | +56.1% |
| All | +82.0% | +1.5% | +80.5% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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