+440.8%
MCHP vs BIL
+31.3%
+409.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.5% |
| 7D | +5.7% | +0.1% | +5.6% | +6.0% |
| 30D | -13.4% | +0.3% | -13.8% | -12.4% |
| 3M | -20.1% | +1.0% | -21.1% | -17.5% |
| 6M | -35.5% | +1.9% | -37.4% | -31.2% |
| YTD | -1.6% | +3.2% | -4.7% | +9.7% |
| 1Y | +15.5% | +3.7% | +11.8% | +30.9% |
| 3Y | -13.2% | +13.8% | -27.0% | +32.1% |
| 5Y | -17.5% | +20.3% | -37.7% | +48.8% |
| 10Y | +136.0% | +26.2% | +109.8% | +404.3% |
| All | +440.8% | +31.3% | +409.5% | +934.2% |
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