+188.9%
MCHP vs B
+209.1%
-20.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.4% |
| 7D | -2.1% | -5.0% | +2.9% | -1.0% |
| 30D | -11.1% | +8.7% | -19.8% | -12.8% |
| 3M | -18.1% | +17.3% | -35.4% | -20.9% |
| 6M | +10.8% | -5.0% | +15.8% | +11.2% |
| YTD | +14.2% | +1.4% | +12.8% | +13.0% |
| 1Y | +13.5% | +50.5% | -37.0% | +3.4% |
| 3Y | -2.0% | +194.4% | -196.4% | -22.0% |
| 5Y | +1.4% | +156.7% | -155.3% | -19.2% |
| All | +188.9% | +209.1% | -20.2% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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