+42,373.8%
MCHP vs BP
+1,329.2%
+41,044.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +1.7% | +3.9% | -2.2% | -0.1% |
| 30D | -4.1% | +7.6% | -11.7% | -7.4% |
| 3M | -22.5% | +0.7% | -23.2% | -23.6% |
| 6M | +7.3% | +15.5% | -8.2% | -1.5% |
| YTD | +18.4% | +30.8% | -12.4% | +2.1% |
| 1Y | +18.1% | +34.3% | -16.2% | +0.3% |
| 3Y | -2.8% | +35.1% | -37.8% | -18.1% |
| 5Y | +5.5% | +126.8% | -121.3% | -31.3% |
| 10Y | +185.8% | +123.4% | +62.5% | +78.1% |
| All | +42,373.8% | +1,329.2% | +41,044.7% | +12,205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling