+199.5%
MCHP vs BAX
-38.1%
+237.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.2% | +4.4% |
| 7D | 0.0% | -7.9% | +7.9% | +3.7% |
| 30D | -6.0% | -11.7% | +5.6% | -0.9% |
| 3M | -19.7% | +16.2% | -35.9% | -26.1% |
| 6M | +14.0% | +32.0% | -17.9% | -2.0% |
| YTD | +18.4% | +24.7% | -6.3% | +3.1% |
| 1Y | +17.1% | -2.6% | +19.7% | +13.8% |
| 3Y | +0.7% | -35.0% | +35.7% | +16.0% |
| 5Y | +5.1% | -67.6% | +72.7% | +69.2% |
| All | +199.5% | -38.1% | +237.6% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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