+199.5%
MCHP vs BG
+166.7%
+32.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.4% |
| 7D | 0.0% | +3.1% | -3.1% | -1.3% |
| 30D | -6.0% | +10.2% | -16.3% | -10.1% |
| 3M | -19.7% | -1.7% | -18.0% | -19.9% |
| 6M | +14.0% | +1.0% | +13.1% | +11.7% |
| YTD | +18.4% | +39.9% | -21.5% | +0.1% |
| 1Y | +17.1% | +53.2% | -36.1% | -5.9% |
| 3Y | +0.7% | +16.3% | -15.6% | -10.4% |
| 5Y | +5.1% | +83.9% | -78.8% | -27.8% |
| All | +199.5% | +166.7% | +32.8% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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