+2.0%
MCHP vs BAM
+67.8%
-65.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +0.9% |
| 7D | +0.3% | -3.9% | +4.3% | +2.7% |
| 30D | -9.8% | -8.8% | -0.9% | -5.2% |
| 3M | -19.7% | +2.2% | -21.9% | -21.6% |
| 6M | +13.6% | +5.9% | +7.6% | +7.9% |
| YTD | +16.5% | -6.1% | +22.6% | +18.5% |
| 1Y | +15.7% | -11.6% | +27.3% | +22.0% |
| 3Y | 0.0% | +51.7% | -51.7% | -23.0% |
| All | +2.0% | +67.8% | -65.8% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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