+3.0%
MCHP vs BN
+33.2%
-30.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.2% | +3.3% |
| 7D | 0.0% | -5.2% | +5.2% | +4.2% |
| 30D | -6.0% | -14.5% | +8.4% | +5.7% |
| 3M | -19.7% | -15.0% | -4.7% | -9.2% |
| 6M | +14.0% | -5.4% | +19.4% | +17.8% |
| YTD | +18.4% | -16.4% | +34.9% | +33.5% |
| 1Y | +17.1% | -16.2% | +33.4% | +31.2% |
| 3Y | +0.7% | +67.5% | -66.8% | -34.3% |
| All | +3.0% | +33.2% | -30.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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