+49.4%
MCHP vs BIYA
-99.8%
+149.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +3.7% |
| 7D | 0.0% | -1.8% | +1.8% | +0.1% |
| 30D | -6.0% | -17.5% | +11.4% | -5.9% |
| 3M | -19.7% | -78.0% | +58.3% | -19.4% |
| 6M | +14.0% | -89.5% | +103.5% | +14.7% |
| YTD | +18.4% | -94.3% | +112.7% | +20.0% |
| 1Y | +17.1% | -98.6% | +115.7% | +26.8% |
| All | +49.4% | -99.8% | +149.2% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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