+199.5%
MCHP vs BDX
+59.3%
+140.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.3% |
| 7D | 0.0% | -3.2% | +3.2% | +1.5% |
| 30D | -6.0% | -2.5% | -3.5% | -5.0% |
| 3M | -19.7% | +21.4% | -41.1% | -27.9% |
| 6M | +14.0% | +10.4% | +3.6% | +7.1% |
| YTD | +18.4% | +18.8% | -0.4% | +7.1% |
| 1Y | +17.1% | +21.7% | -4.6% | +4.5% |
| 3Y | +0.7% | -10.0% | +10.7% | +2.6% |
| 5Y | +5.1% | -1.8% | +6.9% | +0.3% |
| All | +199.5% | +59.3% | +140.2% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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