+0.7%
MCHP vs BDX
-10.0%
+10.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.4% |
| 7D | 0.0% | -3.2% | +3.2% | +1.1% |
| 30D | -6.0% | -2.5% | -3.5% | -5.3% |
| 3M | -19.7% | +21.4% | -41.1% | -26.5% |
| 6M | +14.0% | +10.4% | +3.6% | +9.3% |
| YTD | +18.4% | +18.8% | -0.4% | +9.5% |
| 1Y | +17.1% | +21.7% | -4.6% | +7.0% |
| 3Y | +0.7% | -10.0% | +10.7% | +3.3% |
| All | +0.7% | -10.0% | +10.7% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling