+95.8%
MCHP vs BBIO
+136.7%
-40.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | 0.0% | -3.2% | +3.2% | +0.5% |
| 30D | -6.0% | -13.6% | +7.6% | -4.0% |
| 3M | -19.7% | +7.2% | -26.9% | -20.6% |
| 6M | +14.0% | +1.5% | +12.6% | +13.4% |
| YTD | +18.4% | -5.3% | +23.7% | +18.2% |
| 1Y | +17.1% | +37.7% | -20.6% | +10.2% |
| 3Y | +0.7% | +153.9% | -153.2% | -15.6% |
| 5Y | +5.1% | +43.9% | -38.8% | -22.8% |
| All | +95.8% | +136.7% | -40.9% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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