+3.0%
MCHP vs BHP
+110.7%
-107.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | 0.0% | -3.6% | +3.7% | +2.2% |
| 30D | -6.0% | -1.2% | -4.8% | -5.7% |
| 3M | -19.7% | +1.2% | -20.9% | -20.4% |
| 6M | +14.0% | +21.4% | -7.4% | +0.7% |
| YTD | +18.4% | +50.4% | -32.0% | -8.7% |
| 1Y | +17.1% | +67.5% | -50.4% | -15.4% |
| 3Y | +0.7% | +72.8% | -72.1% | -30.0% |
| All | +3.0% | +110.7% | -107.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 5y: compounded portfolio wealth divided by compounded BHP 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…
5y analysis · Full analysis span regression · 6 months rolling