+199.5%
MCHP vs BNY
+416.3%
-216.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.6% |
| 7D | 0.0% | -1.3% | +1.4% | +1.0% |
| 30D | -6.0% | -0.2% | -5.9% | -6.0% |
| 3M | -19.7% | +14.9% | -34.6% | -27.5% |
| 6M | +14.0% | +40.0% | -26.0% | -10.5% |
| YTD | +18.4% | +42.0% | -23.5% | -8.7% |
| 1Y | +17.1% | +56.9% | -39.7% | -15.9% |
| 3Y | +0.7% | +289.9% | -289.2% | -61.1% |
| 5Y | +5.1% | +259.2% | -254.1% | -57.9% |
| All | +199.5% | +416.3% | -216.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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