+17.1%
MCHP vs BTSG
+113.2%
-96.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.2% |
| 7D | 0.0% | -3.3% | +3.3% | +1.0% |
| 30D | -6.0% | -1.6% | -4.4% | -5.8% |
| 3M | -19.7% | -6.9% | -12.8% | -18.7% |
| 6M | +14.0% | +42.1% | -28.1% | +2.7% |
| YTD | +18.4% | +56.8% | -38.4% | +4.8% |
| 1Y | +17.1% | +109.8% | -92.7% | -2.2% |
| All | +17.1% | +113.2% | -96.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling