+199.5%
MCHP vs BBWI
-55.0%
+254.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.4% | -2.8% | +1.8% |
| 7D | 0.0% | -4.8% | +4.9% | +1.4% |
| 30D | -6.0% | +3.5% | -9.5% | -7.5% |
| 3M | -19.7% | -0.3% | -19.4% | -20.8% |
| 6M | +14.0% | -5.4% | +19.4% | +12.7% |
| YTD | +18.4% | -4.7% | +23.2% | +16.0% |
| 1Y | +17.1% | -30.5% | +47.6% | +24.3% |
| 3Y | +0.7% | -44.3% | +45.0% | +11.1% |
| 5Y | +5.1% | -66.9% | +72.0% | +28.4% |
| All | +199.5% | -55.0% | +254.4% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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