+199.5%
MCHP vs BR
+189.7%
+9.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | 0.0% | -3.0% | +3.0% | +2.0% |
| 30D | -6.0% | -0.3% | -5.7% | -6.3% |
| 3M | -19.7% | +17.3% | -37.0% | -29.4% |
| 6M | +14.0% | -6.7% | +20.7% | +16.1% |
| YTD | +18.4% | -23.4% | +41.9% | +37.9% |
| 1Y | +17.1% | -32.7% | +49.8% | +50.2% |
| 3Y | +0.7% | -5.9% | +6.6% | -0.9% |
| 5Y | +5.1% | +8.4% | -3.3% | -9.3% |
| All | +199.5% | +189.7% | +9.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling