+134.5%
MCHP vs BP
+143.9%
-9.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | +5.7% | +3.8% | +1.9% | +4.0% |
| 30D | -13.4% | -5.3% | -8.1% | -11.5% |
| 3M | -20.1% | +9.3% | -29.4% | -23.8% |
| 6M | -35.5% | +7.2% | -42.7% | -38.7% |
| YTD | -1.6% | +38.0% | -39.6% | -18.8% |
| 1Y | +15.5% | +33.2% | -17.7% | -3.2% |
| 3Y | -13.2% | +50.3% | -63.5% | -32.2% |
| 5Y | -17.5% | +114.1% | -131.6% | -47.8% |
| All | +134.5% | +143.9% | -9.3% | +45.4% |
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