-2.4%
BAC vs MCHP
+15.7%
-18.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | -4.3% | +5.8% | +1.9% |
| 30D | -6.4% | -16.3% | +9.9% | -4.7% |
| 3M | -21.7% | -21.4% | -0.3% | -19.9% |
| 6M | +0.5% | -35.8% | +36.3% | +4.2% |
| YTD | -6.7% | -0.9% | -5.8% | -11.0% |
| All | -2.4% | +15.7% | -18.2% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling