+18.5%
MCHP vs BTDR
+23.3%
-4.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | +0.3% | +14.8% | -14.5% | -1.0% |
| 30D | -9.8% | +41.8% | -51.6% | -12.9% |
| 3M | -19.7% | -29.2% | +9.5% | -18.1% |
| 6M | +13.6% | +66.2% | -52.6% | +7.3% |
| YTD | +16.5% | +10.0% | +6.5% | +12.8% |
| 1Y | +15.7% | -11.0% | +26.7% | +12.5% |
| 3Y | 0.0% | +6.9% | -7.0% | -10.5% |
| 5Y | +4.4% | +24.7% | -20.3% | -11.5% |
| All | +18.5% | +23.3% | -4.8% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling