+35,118.3%
MCHP vs BA
+1,626.9%
+33,491.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.6% |
| 7D | -19.2% | -1.7% | -17.5% | -18.6% |
| 30D | -18.6% | -9.5% | -9.1% | -15.5% |
| 3M | -26.9% | -26.5% | -0.5% | -17.3% |
| 6M | -37.2% | -27.4% | -9.9% | -28.9% |
| YTD | -1.8% | -20.6% | +18.8% | +6.4% |
| 1Y | +12.1% | -11.4% | +23.6% | +15.8% |
| 3Y | -10.0% | -10.8% | +0.8% | -8.8% |
| 5Y | -17.3% | -21.9% | +4.6% | -14.0% |
| 10Y | +131.0% | +28.1% | +102.9% | +73.2% |
| All | +35,118.3% | +1,626.9% | +33,491.4% | +10,122.5% |
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