+134.5%
MCHP vs B
+216.6%
-82.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | +5.7% | -7.3% | +13.0% | +7.5% |
| 30D | -13.4% | -3.3% | -10.1% | -12.9% |
| 3M | -20.1% | -7.8% | -12.4% | -19.0% |
| 6M | -35.5% | -15.5% | -20.0% | -33.4% |
| YTD | -1.6% | -12.3% | +10.7% | +0.3% |
| 1Y | +15.5% | +5.4% | +10.1% | +13.3% |
| 3Y | -13.2% | +165.5% | -178.7% | -29.7% |
| 5Y | -17.5% | +107.0% | -124.5% | -32.0% |
| All | +134.5% | +216.6% | -82.0% | +80.9% |
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