+27.5%
BAC vs MCHP
+13.2%
+14.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | -1.8% | -11.1% | +9.4% | -0.7% |
| 3M | +15.3% | -18.1% | +33.4% | +16.6% |
| 6M | +30.2% | +10.8% | +19.4% | +25.5% |
| YTD | +15.6% | +14.2% | +1.3% | +10.0% |
| 1Y | +27.5% | +13.5% | +14.0% | +20.8% |
| All | +27.5% | +13.2% | +14.3% | +20.8% |
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