+35,221.4%
MCHP vs BBWI
+749.3%
+34,472.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -13.4% | +12.9% | -26.3% | -16.7% |
| 3M | -20.1% | +16.0% | -36.1% | -24.6% |
| 6M | -35.5% | +16.6% | -52.1% | -40.1% |
| YTD | -1.6% | +9.7% | -11.3% | -8.5% |
| 1Y | +15.5% | +1.5% | +14.0% | +8.2% |
| 3Y | -13.2% | -21.4% | +8.2% | -14.0% |
| 5Y | -17.5% | -67.6% | +50.1% | +3.4% |
| 10Y | +136.0% | -46.8% | +182.8% | +107.0% |
| All | +35,221.4% | +749.3% | +34,472.1% | +10,035.3% |
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