+41,921.5%
MCHP vs BN
+29,208.9%
+12,712.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +0.2% |
| 7D | +2.8% | -1.2% | +3.9% | +3.3% |
| 30D | -12.8% | -10.9% | -1.9% | -7.8% |
| 3M | -19.2% | -11.1% | -8.1% | -14.4% |
| 6M | +14.5% | -4.4% | +18.9% | +16.7% |
| YTD | +17.1% | -14.1% | +31.3% | +25.4% |
| 1Y | +15.3% | -11.1% | +26.4% | +21.2% |
| 3Y | +0.5% | +75.6% | -75.1% | -22.9% |
| 5Y | +6.1% | +35.8% | -29.7% | -8.4% |
| 10Y | +192.2% | +261.6% | -69.3% | +68.6% |
| All | +41,921.5% | +29,208.9% | +12,712.6% | +5,526.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling