+188.9%
MCHP vs BP
+137.6%
+51.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.3% |
| 7D | -2.1% | +5.7% | -7.8% | -4.5% |
| 30D | -11.1% | +8.1% | -19.2% | -14.3% |
| 3M | -18.1% | +8.6% | -26.7% | -22.0% |
| 6M | +10.8% | +18.1% | -7.3% | +0.1% |
| YTD | +14.2% | +37.6% | -23.4% | -5.1% |
| 1Y | +13.5% | +39.4% | -25.9% | -6.8% |
| 3Y | -2.0% | +40.1% | -42.1% | -20.6% |
| 5Y | +1.4% | +141.3% | -139.9% | -39.6% |
| All | +188.9% | +137.6% | +51.3% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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