+668.0%
BE vs MCHP
+55.3%
+612.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.5% |
| 7D | +10.8% | +5.7% | +5.1% | +7.1% |
| 30D | -19.8% | -13.4% | -6.4% | -10.5% |
| 3M | -18.7% | -20.1% | +1.4% | -3.6% |
| 6M | -33.7% | -35.5% | +1.8% | -7.9% |
| YTD | +121.0% | -1.6% | +122.5% | +131.0% |
| 1Y | +85.4% | +15.5% | +69.9% | +74.2% |
| 3Y | +1,709.5% | -13.2% | +1,722.7% | +1,750.3% |
| 5Y | +462.2% | -17.5% | +479.7% | +492.9% |
| All | +668.0% | +55.3% | +612.6% | +387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling