+946.0%
MCHP vs BG
+1,192.5%
-246.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.2% |
| 7D | -2.1% | +3.7% | -5.8% | -3.2% |
| 30D | -11.1% | +12.3% | -23.5% | -14.4% |
| 3M | -18.1% | -2.2% | -15.9% | -18.1% |
| 6M | +10.8% | +5.3% | +5.5% | +7.8% |
| YTD | +14.2% | +42.4% | -28.2% | +1.1% |
| 1Y | +13.5% | +55.2% | -41.7% | -2.8% |
| 3Y | -2.0% | +21.0% | -23.0% | -10.5% |
| 5Y | +1.4% | +87.1% | -85.8% | -20.2% |
| 10Y | +195.5% | +169.8% | +25.6% | +101.5% |
| All | +946.0% | +1,192.5% | -246.4% | +492.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling