+666.9%
MCHP vs BTG
+370.1%
+296.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.7% |
| 7D | -2.1% | -5.8% | +3.7% | -1.6% |
| 30D | -11.1% | +5.7% | -16.8% | -11.6% |
| 3M | -18.1% | +38.1% | -56.2% | -20.3% |
| 6M | +10.8% | +0.3% | +10.5% | +10.2% |
| YTD | +14.2% | +19.9% | -5.7% | +11.9% |
| 1Y | +13.5% | +24.6% | -11.1% | +10.6% |
| 3Y | -2.0% | +96.6% | -98.6% | -8.3% |
| 5Y | +1.4% | +77.7% | -76.3% | -5.1% |
| 10Y | +195.5% | +150.7% | +44.8% | +168.4% |
| All | +666.9% | +370.1% | +296.9% | +609.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling