+1,612.4%
MCHP vs BLK
+12,788.7%
-11,176.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -2.1% | -5.2% | +3.1% | +0.6% |
| 30D | -11.1% | -7.0% | -4.1% | -7.9% |
| 3M | -18.1% | +5.7% | -23.7% | -20.7% |
| 6M | +10.8% | +11.0% | -0.2% | +4.6% |
| YTD | +14.2% | +0.9% | +13.4% | +12.8% |
| 1Y | +13.5% | -1.6% | +15.1% | +13.7% |
| 3Y | -2.0% | +64.5% | -66.5% | -22.3% |
| 5Y | +1.4% | +30.9% | -29.5% | -10.0% |
| 10Y | +195.5% | +275.1% | -79.6% | +68.1% |
| All | +1,612.4% | +12,788.7% | -11,176.3% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling