+0.7%
MCHP vs BX
+25.1%
-24.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.2% |
| 7D | 0.0% | -5.6% | +5.7% | +3.4% |
| 30D | -6.0% | -12.2% | +6.2% | +1.1% |
| 3M | -19.7% | +7.4% | -27.1% | -23.9% |
| 6M | +14.0% | +22.2% | -8.1% | -2.6% |
| YTD | +18.4% | -14.0% | +32.4% | +27.5% |
| 1Y | +17.1% | -27.3% | +44.4% | +41.9% |
| 3Y | +0.7% | +24.5% | -23.8% | -18.6% |
| All | +0.7% | +25.1% | -24.4% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling