-13.2%
MCHP vs BAX
-18.0%
+4.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -13.4% | +4.1% | -17.5% | -15.0% |
| 3M | -20.1% | -4.5% | -15.6% | -19.1% |
| 6M | -35.5% | +49.2% | -84.8% | -46.8% |
| YTD | -1.6% | +35.2% | -36.8% | -17.0% |
| 1Y | +15.5% | +38.3% | -22.8% | -4.0% |
| 3Y | -13.2% | -19.0% | +5.9% | -10.1% |
| All | -13.2% | -18.0% | +4.8% | -10.1% |
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