-2.8%
MCHP vs BAX
-34.3%
+31.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -2.1% | -5.4% | +3.3% | 0.0% |
| 30D | -11.1% | -12.4% | +1.3% | -6.6% |
| 3M | -18.1% | +19.1% | -37.2% | -24.6% |
| 6M | +10.8% | +38.6% | -27.8% | -5.4% |
| YTD | +14.2% | +26.7% | -12.5% | +0.1% |
| 1Y | +13.5% | +1.0% | +12.4% | +9.7% |
| All | -2.8% | -34.3% | +31.5% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling