+19.6%
MCHP vs BOXX
+18.5%
+1.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.6% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | -6.0% | +0.3% | -6.3% | -6.2% |
| 3M | -19.7% | +1.0% | -20.7% | -20.2% |
| 6M | +14.0% | +1.9% | +12.1% | +12.1% |
| YTD | +18.4% | +2.7% | +15.7% | +15.4% |
| 1Y | +17.1% | +4.0% | +13.1% | +12.4% |
| 3Y | +0.7% | +14.7% | -13.9% | +16.8% |
| All | +19.6% | +18.5% | +1.1% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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