-8.4%
MCHP vs BTSG
+389.4%
-397.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -18.6% |
| 6M | +14.0% | +42.1% | -28.1% | +1.8% |
| YTD | +18.4% | +56.8% | -38.4% | +2.6% |
| 1Y | +17.1% | +109.8% | -92.7% | -7.3% |
| All | -8.4% | +389.4% | -397.8% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling