-16.2%
MCHP vs BA
-11.5%
-4.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.5% | -10.5% | -10.3% |
| 7D | -24.6% | +1.1% | -25.6% | -24.9% |
| 30D | -25.2% | -7.9% | -17.3% | -22.5% |
| 3M | -21.1% | -25.3% | +4.3% | -8.4% |
| 6M | -42.7% | -24.6% | -18.1% | -34.3% |
| YTD | -6.9% | -20.1% | +13.3% | +1.9% |
| 1Y | +0.9% | -11.8% | +12.6% | +3.8% |
| 3Y | -16.2% | -10.1% | -6.1% | -22.7% |
| All | -16.2% | -11.5% | -4.7% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling