+934.8%
MCHP vs BUD
+201.1%
+733.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | -4.1% | -5.7% | +1.6% | -1.4% |
| 3M | -22.5% | +3.1% | -25.6% | -24.4% |
| 6M | +7.3% | +7.9% | -0.6% | +1.8% |
| YTD | +18.4% | +27.3% | -9.0% | +2.9% |
| 1Y | +18.1% | +37.8% | -19.7% | -1.8% |
| 3Y | -2.8% | +49.8% | -52.6% | -24.7% |
| 5Y | +5.5% | +43.8% | -38.3% | -17.8% |
| 10Y | +185.8% | -22.6% | +208.5% | +175.6% |
| All | +934.8% | +201.1% | +733.7% | +417.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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