+3.0%
MCHP vs BP
+138.6%
-135.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.6% |
| 7D | 0.0% | +5.2% | -5.2% | -1.7% |
| 30D | -6.0% | +8.7% | -14.7% | -8.8% |
| 3M | -19.7% | +9.3% | -29.0% | -22.7% |
| 6M | +14.0% | +13.6% | +0.5% | +6.7% |
| YTD | +18.4% | +37.7% | -19.2% | +0.9% |
| 1Y | +17.1% | +40.6% | -23.5% | -1.7% |
| 3Y | +0.7% | +40.3% | -39.6% | -17.6% |
| All | +3.0% | +138.6% | -135.6% | -32.2% |
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