-0.9%
MCHP vs BP
+37.6%
-38.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.1% |
| 7D | +0.3% | +4.0% | -3.6% | -0.9% |
| 30D | -9.8% | +7.8% | -17.6% | -12.0% |
| 3M | -19.7% | +8.4% | -28.1% | -22.2% |
| 6M | +13.6% | +15.1% | -1.5% | +5.0% |
| YTD | +16.5% | +36.4% | -19.9% | -3.0% |
| 1Y | +15.7% | +40.9% | -25.2% | -6.4% |
| All | -0.9% | +37.6% | -38.5% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling