+137.7%
MCHP vs B
+203.3%
-65.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.3% |
| 7D | -17.5% | -2.7% | -14.9% | -17.1% |
| 30D | -15.8% | -4.3% | -11.5% | -15.2% |
| 3M | -22.9% | -2.3% | -20.6% | -22.7% |
| 6M | -36.6% | -16.2% | -20.3% | -34.5% |
| YTD | -0.8% | -8.8% | +8.0% | +0.2% |
| 1Y | +16.5% | +11.4% | +5.2% | +13.0% |
| 3Y | -13.6% | +174.3% | -187.9% | -30.5% |
| 5Y | -17.0% | +116.2% | -133.2% | -32.2% |
| 10Y | +137.7% | +222.7% | -85.1% | +82.8% |
| All | +137.7% | +203.3% | -65.7% | +82.8% |
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