+1,972.8%
STX vs MCHP
+134.0%
+1,838.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.8% |
| 7D | +14.6% | +5.7% | +8.9% | +11.8% |
| 30D | -26.0% | -13.4% | -12.5% | -20.0% |
| 3M | -42.6% | -20.1% | -22.5% | -35.7% |
| 6M | -35.3% | -35.5% | +0.2% | -20.1% |
| YTD | +92.5% | -1.6% | +94.0% | +96.3% |
| 1Y | +102.4% | +15.5% | +86.9% | +91.0% |
| 3Y | +673.8% | -13.2% | +687.0% | +668.2% |
| 5Y | +463.1% | -17.5% | +480.5% | +455.4% |
| All | +1,972.8% | +134.0% | +1,838.8% | +974.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling