+822.8%
BAC vs MCHP
+34,352.9%
-33,530.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.2% |
| 7D | +3.2% | +5.7% | -2.5% | +1.9% |
| 30D | -0.7% | -13.4% | +12.7% | +2.2% |
| 3M | -20.0% | -20.1% | +0.1% | -16.2% |
| 6M | +3.4% | -35.5% | +38.9% | +12.4% |
| YTD | -5.7% | -1.6% | -4.2% | -8.4% |
| 1Y | -1.4% | +15.5% | -16.9% | -8.1% |
| 3Y | +97.9% | -13.2% | +111.1% | +89.1% |
| 5Y | +22.9% | -17.5% | +40.4% | +16.2% |
| 10Y | +235.3% | +136.0% | +99.4% | +142.0% |
| All | +822.8% | +34,352.9% | -33,530.1% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling