+199.5%
MCHP vs BTG
+159.3%
+40.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | 0.0% | -3.8% | +3.8% | +0.7% |
| 30D | -6.0% | +3.6% | -9.7% | -6.7% |
| 3M | -19.7% | +32.0% | -51.7% | -23.4% |
| 6M | +14.0% | +3.4% | +10.7% | +12.3% |
| YTD | +18.4% | +20.8% | -2.4% | +13.4% |
| 1Y | +17.1% | +22.4% | -5.3% | +11.3% |
| 3Y | +0.7% | +91.7% | -91.0% | -11.7% |
| 5Y | +5.1% | +79.0% | -73.9% | -8.2% |
| All | +199.5% | +159.3% | +40.2% | +160.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling