+29.9%
MCHP vs BTG
+24.4%
+5.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.7% | -12.0% | -5.9% |
| 7D | -5.4% | -0.2% | -5.2% | -5.5% |
| 30D | -7.5% | -0.8% | -6.8% | -7.6% |
| 3M | -6.0% | +31.8% | -37.9% | -14.0% |
| 6M | -20.1% | +20.4% | -40.5% | -25.5% |
| YTD | +20.2% | +14.7% | +5.5% | +14.9% |
| 1Y | +29.9% | +29.4% | +0.6% | +21.0% |
| All | +29.9% | +24.4% | +5.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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