+17.1%
MCHP vs BTDR
-13.8%
+30.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | -0.1% | +3.1% |
| 7D | 0.0% | -3.4% | +3.4% | +0.5% |
| 30D | -6.0% | +32.6% | -38.6% | -10.4% |
| 3M | -19.7% | -32.2% | +12.6% | -17.1% |
| 6M | +14.0% | +52.4% | -38.3% | +6.8% |
| YTD | +18.4% | +6.7% | +11.7% | +12.7% |
| 1Y | +17.1% | -15.2% | +32.3% | +15.2% |
| All | +17.1% | -13.8% | +30.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling