+199.5%
MCHP vs BRKR
+155.3%
+44.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | 0.0% | -8.7% | +8.7% | +4.2% |
| 30D | -6.0% | -9.9% | +3.8% | -1.7% |
| 3M | -19.7% | -3.1% | -16.6% | -21.6% |
| 6M | +14.0% | +45.5% | -31.5% | -12.2% |
| YTD | +18.4% | +13.7% | +4.7% | +2.6% |
| 1Y | +17.1% | +67.4% | -50.3% | -19.4% |
| 3Y | +0.7% | -13.2% | +13.9% | -7.7% |
| 5Y | +5.1% | -39.5% | +44.6% | +14.7% |
| All | +199.5% | +155.3% | +44.1% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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