+214.5%
BAC vs MCHP
+135.5%
+79.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | -4.3% | +5.8% | +2.7% |
| 30D | -6.4% | -16.3% | +9.9% | -1.5% |
| 3M | -21.7% | -21.4% | -0.3% | -16.2% |
| 6M | +0.5% | -35.8% | +36.3% | +12.7% |
| YTD | -6.7% | -0.9% | -5.8% | -11.6% |
| 1Y | -4.7% | +14.5% | -19.2% | -14.7% |
| 3Y | +96.1% | -13.7% | +109.8% | +80.1% |
| 5Y | +21.7% | -16.9% | +38.6% | +7.8% |
| All | +214.5% | +135.5% | +79.0% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 10y: compounded portfolio wealth divided by compounded MCHP 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…
10y analysis · Full analysis span regression · 6 months rolling