+1,077.4%
STX vs MCHP
+5.4%
+1,072.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +9.6% | +0.3% | +9.2% | +9.4% |
| 30D | +10.6% | -9.8% | +20.4% | +16.4% |
| 3M | +4.8% | -19.7% | +24.5% | +16.8% |
| 6M | +137.3% | +13.6% | +123.7% | +123.2% |
| YTD | +222.5% | +16.5% | +206.0% | +201.9% |
| 1Y | +366.2% | +15.7% | +350.5% | +332.4% |
| 3Y | +1,352.9% | 0.0% | +1,352.9% | +1,230.8% |
| 5Y | +1,077.4% | +4.4% | +1,073.0% | +900.7% |
| All | +1,077.4% | +5.4% | +1,072.1% | +900.7% |
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