+14,344.2%
MCHP vs BWA
+2,606.8%
+11,737.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +5.7% | +4.3% | +1.4% | +3.7% |
| 30D | -13.4% | -13.0% | -0.4% | -7.4% |
| 3M | -20.1% | -24.8% | +4.7% | -8.7% |
| 6M | -35.5% | -23.5% | -12.0% | -26.6% |
| YTD | -1.6% | +13.8% | -15.4% | -8.4% |
| 1Y | +15.5% | +13.4% | +2.0% | +7.6% |
| 3Y | -13.2% | +62.8% | -75.9% | -31.7% |
| 5Y | -17.5% | +28.5% | -45.9% | -28.9% |
| 10Y | +136.0% | +95.4% | +40.6% | +61.4% |
| All | +14,344.2% | +2,606.8% | +11,737.4% | +2,645.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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