+41,921.5%
MCHP vs BTI
+4,783.5%
+37,138.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.8% | -1.4% | +4.1% | +3.1% |
| 30D | -12.8% | -7.0% | -5.8% | -11.4% |
| 3M | -19.2% | -6.3% | -12.9% | -18.4% |
| 6M | +14.5% | -2.0% | +16.5% | +14.0% |
| YTD | +17.1% | +0.2% | +16.9% | +15.8% |
| 1Y | +15.3% | +3.8% | +11.5% | +12.9% |
| 3Y | +0.5% | +112.1% | -111.6% | -18.4% |
| 5Y | +6.1% | +113.6% | -107.5% | -14.4% |
| 10Y | +192.2% | +69.6% | +122.6% | +144.0% |
| All | +41,921.5% | +4,783.5% | +37,138.0% | +21,094.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling