+10.8%
MCHP vs BDX
+8.7%
+2.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.6% |
| 7D | -2.1% | -5.4% | +3.3% | -4.1% |
| 30D | -11.1% | -2.2% | -8.9% | -11.7% |
| 3M | -18.1% | +20.1% | -38.2% | -13.3% |
| 6M | +10.8% | +9.1% | +1.7% | +36.7% |
| All | +10.8% | +8.7% | +2.1% | +36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling