-36.6%
MCHP vs B
-10.9%
-25.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.7% |
| 7D | -17.5% | -2.7% | -14.9% | -16.6% |
| 30D | -15.8% | -4.3% | -11.5% | -14.1% |
| 3M | -22.9% | -2.3% | -20.6% | -23.5% |
| 6M | -36.6% | -16.2% | -20.3% | -30.3% |
| All | -36.6% | -10.9% | -25.6% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling