+13.5%
MCHP vs BP
+41.7%
-28.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -1.7% |
| 7D | -2.1% | +5.7% | -7.8% | -0.7% |
| 30D | -11.1% | +8.1% | -19.2% | -9.3% |
| 3M | -18.1% | +8.6% | -26.7% | -15.7% |
| 6M | +10.8% | +18.1% | -7.3% | +14.0% |
| YTD | +14.2% | +37.6% | -23.4% | +17.1% |
| 1Y | +13.5% | +39.4% | -25.9% | +17.7% |
| All | +13.5% | +41.7% | -28.3% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling