+29.9%
MCHP vs BX
-8.3%
+38.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.2% | -9.5% | -4.7% |
| 7D | -5.4% | +8.3% | -13.7% | -7.2% |
| 30D | -7.5% | +13.5% | -21.1% | -10.6% |
| 3M | -6.0% | -7.6% | +1.6% | -4.3% |
| 6M | -20.1% | +4.0% | -24.1% | -20.8% |
| YTD | +20.2% | -15.2% | +35.4% | +30.2% |
| 1Y | +29.9% | -8.5% | +38.4% | +29.0% |
| All | +29.9% | -8.3% | +38.3% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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