-2.8%
MCHP vs BTI
+108.0%
-110.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -1.9% |
| 7D | -2.1% | -2.0% | -0.1% | -2.3% |
| 30D | -11.1% | -3.4% | -7.7% | -11.4% |
| 3M | -18.1% | -9.0% | -9.1% | -18.6% |
| 6M | +10.8% | -5.0% | +15.8% | +10.3% |
| YTD | +14.2% | -0.3% | +14.6% | +14.1% |
| 1Y | +13.5% | +3.1% | +10.3% | +13.7% |
| All | -2.8% | +108.0% | -110.8% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 3y: compounded portfolio wealth divided by compounded BTI 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…
3y analysis · Full analysis span regression · 6 months rolling