+3.0%
MCHP vs BTG
+78.0%
-75.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | 0.0% | -3.8% | +3.8% | +1.0% |
| 30D | -6.0% | +3.6% | -9.7% | -7.1% |
| 3M | -19.7% | +32.0% | -51.7% | -25.4% |
| 6M | +14.0% | +3.4% | +10.7% | +11.1% |
| YTD | +18.4% | +20.8% | -2.4% | +10.5% |
| 1Y | +17.1% | +22.4% | -5.3% | +7.9% |
| 3Y | +0.7% | +91.7% | -91.0% | -19.3% |
| All | +3.0% | +78.0% | -75.0% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling