+17,269.1%
MCHP vs BWA
+3,492.4%
+13,776.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.3% | +0.2% |
| 7D | +1.7% | +5.7% | -4.0% | -0.9% |
| 30D | -4.1% | +1.4% | -5.5% | -4.6% |
| 3M | -22.5% | -12.1% | -10.4% | -17.4% |
| 6M | +7.3% | +28.6% | -21.3% | -4.5% |
| YTD | +18.4% | +51.1% | -32.7% | -3.6% |
| 1Y | +18.1% | +55.9% | -37.7% | -5.4% |
| 3Y | -2.8% | +70.1% | -72.9% | -26.1% |
| 5Y | +5.5% | +90.7% | -85.2% | -24.5% |
| 10Y | +185.8% | +154.0% | +31.8% | +71.9% |
| All | +17,269.1% | +3,492.4% | +13,776.7% | +2,788.5% |
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