-17.3%
MCHP vs BP
+111.2%
-128.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | +5.7% | +2.6% | +3.1% | +4.8% |
| 30D | -13.4% | -6.4% | -7.1% | -11.7% |
| 3M | -20.1% | +8.0% | -28.1% | -22.7% |
| 6M | -35.5% | +6.0% | -41.5% | -37.7% |
| YTD | -1.6% | +36.5% | -38.0% | -16.6% |
| 1Y | +15.5% | +31.7% | -16.2% | -0.6% |
| 3Y | -13.2% | +48.6% | -61.8% | -30.9% |
| All | -17.3% | +111.2% | -128.5% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling