+42,373.8%
MCHP vs BA
+2,026.3%
+40,347.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +1.7% | +1.2% | +0.5% | +1.2% |
| 30D | -4.1% | -11.6% | +7.6% | +1.2% |
| 3M | -22.5% | -2.4% | -20.1% | -21.8% |
| 6M | +7.3% | -6.6% | +13.9% | +9.6% |
| YTD | +18.4% | -2.2% | +20.6% | +18.2% |
| 1Y | +18.1% | -8.0% | +26.1% | +20.7% |
| 3Y | -2.8% | -5.0% | +2.2% | -3.7% |
| 5Y | +5.5% | -2.7% | +8.2% | +0.4% |
| 10Y | +185.8% | +75.9% | +109.9% | +88.9% |
| All | +42,373.8% | +2,026.3% | +40,347.5% | +11,261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling