+41,921.5%
MCHP vs BAX
+566.7%
+41,354.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.1% |
| 7D | +2.8% | -2.4% | +5.2% | +3.5% |
| 30D | -12.8% | -9.7% | -3.1% | -10.1% |
| 3M | -19.2% | +29.3% | -48.5% | -26.1% |
| 6M | +14.5% | +40.7% | -26.1% | +1.6% |
| YTD | +17.1% | +30.3% | -13.2% | +5.7% |
| 1Y | +15.3% | +3.4% | +11.9% | +11.1% |
| 3Y | +0.5% | -32.0% | +32.5% | +8.8% |
| 5Y | +6.1% | -66.9% | +73.0% | +39.1% |
| 10Y | +192.2% | -37.1% | +229.3% | +226.9% |
| All | +41,921.5% | +566.7% | +41,354.8% | +23,667.1% |
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 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