+3.0%
MCHP vs BLK
+32.0%
-29.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.0% | +2.2% |
| 7D | 0.0% | -3.3% | +3.3% | +3.1% |
| 30D | -6.0% | -6.5% | +0.5% | -0.6% |
| 3M | -19.7% | +6.7% | -26.4% | -25.0% |
| 6M | +14.0% | +14.7% | -0.7% | -1.0% |
| YTD | +18.4% | +2.5% | +15.9% | +12.9% |
| 1Y | +17.1% | -2.8% | +19.9% | +17.4% |
| 3Y | +0.7% | +65.9% | -65.1% | -37.3% |
| All | +3.0% | +32.0% | -29.0% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling