+1.4%
MCHP vs BBWI
-69.5%
+70.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -2.1% | -8.0% | +5.9% | +0.7% |
| 30D | -11.1% | -6.6% | -4.5% | -9.6% |
| 3M | -18.1% | -2.7% | -15.4% | -18.9% |
| 6M | +10.8% | -12.8% | +23.6% | +12.3% |
| YTD | +14.2% | -10.5% | +24.7% | +13.4% |
| 1Y | +13.5% | -35.3% | +48.8% | +25.9% |
| 3Y | -2.0% | -47.7% | +45.7% | +12.2% |
| 5Y | +1.4% | -68.9% | +70.3% | +43.9% |
| All | +1.4% | -69.5% | +70.9% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling