+199.5%
MCHP vs BB
+1.6%
+197.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +1.9% | +3.3% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -6.0% | -12.5% | +6.5% | -3.2% |
| 3M | -19.7% | -17.4% | -2.2% | -16.9% |
| 6M | +14.0% | +119.1% | -105.1% | -7.4% |
| YTD | +18.4% | +102.4% | -83.9% | -2.2% |
| 1Y | +17.1% | +98.2% | -81.1% | -3.4% |
| 3Y | +0.7% | +46.9% | -46.2% | -15.7% |
| 5Y | +5.1% | -26.4% | +31.5% | -3.4% |
| All | +199.5% | +1.6% | +197.9% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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