+188.9%
MCHP vs BAH
+207.1%
-18.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.8% | -6.8% | -3.3% |
| 7D | -2.1% | +2.4% | -4.5% | -2.8% |
| 30D | -11.1% | -2.9% | -8.2% | -10.5% |
| 3M | -18.1% | -1.3% | -16.7% | -18.4% |
| 6M | +10.8% | -0.9% | +11.7% | +9.3% |
| YTD | +14.2% | -8.2% | +22.5% | +13.8% |
| 1Y | +13.5% | -24.0% | +37.4% | +20.5% |
| 3Y | -2.0% | -28.1% | +26.1% | +0.3% |
| 5Y | +1.4% | +2.5% | -1.1% | -13.6% |
| All | +188.9% | +207.1% | -18.2% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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