-37.2%
MCHP vs B
-3.6%
-33.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.2% | +3.4% |
| 7D | -19.2% | +11.3% | -30.5% | -23.5% |
| 30D | -18.6% | +2.9% | -21.5% | -19.6% |
| 3M | -26.9% | -2.9% | -24.1% | -26.2% |
| All | -37.2% | -3.6% | -33.6% | -33.5% |
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