+35,221.4%
MCHP vs BAX
+592.2%
+34,629.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.7% |
| 3M | -20.1% | -4.5% | -15.6% | -19.4% |
| 6M | -35.5% | +49.2% | -84.8% | -43.9% |
| YTD | -1.6% | +35.2% | -36.8% | -12.5% |
| 1Y | +15.5% | +38.3% | -22.8% | +1.8% |
| 3Y | -13.2% | -19.0% | +5.9% | -10.7% |
| 5Y | -17.5% | -64.2% | +46.7% | +5.5% |
| 10Y | +136.0% | -35.7% | +171.7% | +161.0% |
| All | +35,221.4% | +592.2% | +34,629.2% | +19,568.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling