+3.0%
MCHP vs BTI
+118.0%
-115.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -6.0% | -1.1% | -5.0% | -6.0% |
| 3M | -19.7% | -8.8% | -10.9% | -19.1% |
| 6M | +14.0% | -4.0% | +18.0% | +13.7% |
| YTD | +18.4% | +0.4% | +18.1% | +17.2% |
| 1Y | +17.1% | +1.9% | +15.2% | +15.7% |
| 3Y | +0.7% | +108.5% | -107.8% | -18.7% |
| All | +3.0% | +118.0% | -115.0% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling