+17.1%
MCHP vs BKR
+28.9%
-11.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.9% |
| 7D | 0.0% | -7.0% | +7.0% | +2.9% |
| 30D | -6.0% | -8.1% | +2.1% | -2.8% |
| 3M | -19.7% | -6.6% | -13.1% | -17.7% |
| 6M | +14.0% | +0.9% | +13.2% | +13.1% |
| YTD | +18.4% | +31.1% | -12.7% | +4.4% |
| 1Y | +17.1% | +27.7% | -10.6% | +4.8% |
| All | +17.1% | +28.9% | -11.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling