+392.9%
BAC vs MCHP
+207.0%
+185.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -1.0% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.8% | -6.0% | +3.3% | -0.9% |
| 3M | +14.2% | -19.7% | +33.9% | +20.7% |
| 6M | +30.5% | +14.0% | +16.5% | +20.5% |
| YTD | +15.8% | +18.4% | -2.6% | +4.5% |
| 1Y | +26.2% | +17.1% | +9.1% | +13.1% |
| 3Y | +136.5% | +0.7% | +135.8% | +108.4% |
| 5Y | +75.9% | +5.1% | +70.8% | +43.9% |
| All | +392.9% | +207.0% | +185.9% | +135.6% |
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