+201.4%
MCHP vs BA
+70.0%
+131.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | +0.3% | -1.2% | +1.5% | +0.9% |
| 30D | -9.8% | -11.3% | +1.6% | -4.7% |
| 3M | -19.7% | -3.8% | -15.9% | -18.4% |
| 6M | +13.6% | -8.3% | +21.8% | +17.3% |
| YTD | +16.5% | -4.9% | +21.5% | +17.8% |
| 1Y | +15.7% | -10.1% | +25.8% | +19.5% |
| 3Y | 0.0% | -2.3% | +2.3% | -3.0% |
| 5Y | +4.4% | -3.5% | +7.9% | -1.6% |
| 10Y | +201.4% | +74.6% | +126.8% | +126.6% |
| All | +201.4% | +70.0% | +131.4% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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