+4.4%
MCHP vs BAH
-3.7%
+8.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.3% | -1.3% | +1.7% | +0.6% |
| 30D | -9.8% | -6.6% | -3.1% | -8.8% |
| 3M | -19.7% | -7.2% | -12.6% | -18.6% |
| 6M | +13.6% | -10.0% | +23.6% | +15.3% |
| YTD | +16.5% | -12.5% | +29.0% | +17.7% |
| 1Y | +15.7% | -27.9% | +43.6% | +22.7% |
| 3Y | 0.0% | -31.4% | +31.4% | +2.3% |
| 5Y | +4.4% | -3.2% | +7.6% | -5.9% |
| All | +4.4% | -3.7% | +8.1% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling