+550.4%
MCHP vs BIL
+30.4%
+520.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.6% |
| 7D | +1.7% | +0.1% | +1.6% | +2.0% |
| 30D | -4.1% | +0.3% | -4.4% | -3.0% |
| 3M | -22.5% | +0.9% | -23.5% | -19.9% |
| 6M | +7.3% | +1.8% | +5.4% | +14.3% |
| YTD | +18.4% | +2.4% | +15.9% | +28.7% |
| 1Y | +18.1% | +3.7% | +14.4% | +34.0% |
| 3Y | -2.8% | +14.2% | -17.0% | +49.0% |
| 5Y | +5.5% | +19.4% | -13.9% | +85.4% |
| 10Y | +185.8% | +25.2% | +160.6% | +494.6% |
| All | +550.4% | +30.4% | +520.0% | +1,113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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