+601.2%
MCHP vs BR
+1,281.7%
-680.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +0.3% | -5.0% | +5.4% | +3.1% |
| 30D | -9.8% | -2.5% | -7.3% | -8.9% |
| 3M | -19.7% | +13.5% | -33.2% | -26.6% |
| 6M | +13.6% | -9.4% | +23.0% | +16.8% |
| YTD | +16.5% | -23.3% | +39.8% | +30.8% |
| 1Y | +15.7% | -31.6% | +47.3% | +38.7% |
| 3Y | 0.0% | -5.1% | +5.0% | -1.2% |
| 5Y | +4.4% | +8.2% | -3.8% | -5.1% |
| 10Y | +201.4% | +189.8% | +11.6% | +64.7% |
| All | +601.2% | +1,281.7% | -680.5% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling