-17.3%
MCHP vs B
+147.6%
-164.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.2% | +4.2% |
| 7D | -19.2% | +11.3% | -30.5% | -21.9% |
| 30D | -18.6% | +2.9% | -21.5% | -19.4% |
| 3M | -26.9% | -2.9% | -24.1% | -26.7% |
| 6M | -37.2% | -1.2% | -36.0% | -37.5% |
| YTD | -1.8% | -1.3% | -0.5% | -3.0% |
| 1Y | +12.1% | +30.4% | -18.3% | +2.6% |
| 3Y | -10.0% | +195.3% | -205.3% | -35.4% |
| 5Y | -17.3% | +146.2% | -163.5% | -40.8% |
| All | -17.3% | +147.6% | -164.9% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling