-13.3%
BKNG vs MCHP
+11.2%
-24.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.9% | +12.6% | -0.7% |
| 7D | +12.2% | -20.1% | +32.2% | +13.3% |
| 30D | +7.0% | -20.2% | +27.2% | +8.1% |
| 3M | -18.3% | -16.1% | -2.2% | -17.9% |
| 6M | +1.1% | -33.4% | +34.6% | +3.8% |
| YTD | -20.7% | +3.5% | -24.2% | -25.5% |
| 1Y | -13.3% | +9.5% | -22.8% | -19.7% |
| All | -13.3% | +11.2% | -24.5% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling