+134.5%
MCHP vs BAH
+198.8%
-64.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | +5.7% | +1.7% | +4.0% | +5.2% |
| 30D | -13.4% | +20.8% | -34.2% | -17.9% |
| 3M | -20.1% | +11.6% | -31.7% | -23.0% |
| 6M | -35.5% | +23.1% | -58.6% | -40.3% |
| YTD | -1.6% | +5.3% | -6.8% | -6.0% |
| 1Y | +15.5% | +6.1% | +9.3% | +9.8% |
| 3Y | -13.2% | -27.5% | +14.3% | -9.7% |
| 5Y | -17.5% | +6.2% | -23.7% | -29.3% |
| All | +134.5% | +198.8% | -64.2% | +35.3% |
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