+136.4%
BAC vs MCHP
+0.1%
+136.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +1.2% | +2.8% | -1.6% | +0.6% |
| 30D | -0.7% | -12.8% | +12.1% | +1.8% |
| 3M | +16.9% | -19.2% | +36.1% | +20.6% |
| 6M | +29.6% | +14.5% | +15.0% | +23.1% |
| YTD | +15.3% | +17.1% | -1.9% | +8.3% |
| 1Y | +28.8% | +15.3% | +13.5% | +20.8% |
| 3Y | +136.4% | +0.5% | +135.9% | +107.9% |
| All | +136.4% | +0.1% | +136.3% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling