+199.5%
MCHP vs BLK
+283.5%
-84.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.0% | +2.3% |
| 7D | 0.0% | -3.3% | +3.3% | +2.9% |
| 30D | -6.0% | -6.5% | +0.5% | -0.9% |
| 3M | -19.7% | +6.7% | -26.4% | -24.6% |
| 6M | +14.0% | +14.7% | -0.7% | +0.3% |
| YTD | +18.4% | +2.5% | +15.9% | +13.5% |
| 1Y | +17.1% | -2.8% | +19.9% | +17.6% |
| 3Y | +0.7% | +65.9% | -65.1% | -34.1% |
| 5Y | +5.1% | +33.0% | -27.9% | -18.9% |
| All | +199.5% | +283.5% | -84.1% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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