+41,921.4%
MCHP vs BBWI
+650.4%
+41,271.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.1% | -0.1% |
| 7D | +2.8% | +1.6% | +1.2% | +2.2% |
| 30D | -12.8% | -6.2% | -6.6% | -11.5% |
| 3M | -19.2% | +4.3% | -23.5% | -21.5% |
| 6M | +14.5% | -7.2% | +21.7% | +13.7% |
| YTD | +17.1% | -3.0% | +20.2% | +13.9% |
| 1Y | +15.3% | -30.8% | +46.1% | +22.9% |
| 3Y | +0.5% | -43.4% | +43.9% | +10.9% |
| 5Y | +6.1% | -66.7% | +72.8% | +32.5% |
| 10Y | +192.2% | -55.7% | +247.9% | +172.9% |
| All | +41,921.4% | +650.4% | +41,271.0% | +12,513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling