+587.1%
MCHP vs BX
+869.4%
-282.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.7% |
| 7D | 0.0% | -5.6% | +5.7% | +2.2% |
| 30D | -6.0% | -12.2% | +6.2% | -1.5% |
| 3M | -19.7% | +7.4% | -27.1% | -22.2% |
| 6M | +14.0% | +22.2% | -8.1% | +4.4% |
| YTD | +18.4% | -14.0% | +32.4% | +23.0% |
| 1Y | +17.1% | -27.3% | +44.4% | +29.4% |
| 3Y | +0.7% | +24.5% | -23.8% | -8.2% |
| 5Y | +5.1% | +18.9% | -13.8% | -4.7% |
| 10Y | +206.3% | +665.4% | -459.1% | +61.6% |
| All | +587.1% | +869.4% | -282.3% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling