+0.5%
MCHP vs BAM
+57.7%
-57.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | +1.1% |
| 7D | +2.8% | -1.6% | +4.3% | +3.8% |
| 30D | -12.8% | -6.0% | -6.8% | -9.8% |
| 3M | -19.2% | +7.3% | -26.5% | -24.0% |
| 6M | +14.5% | +8.2% | +6.3% | +6.5% |
| YTD | +17.1% | -3.8% | +21.0% | +17.3% |
| 1Y | +15.3% | -10.7% | +26.0% | +21.7% |
| 3Y | +0.5% | +55.3% | -54.9% | -32.3% |
| All | +0.5% | +57.7% | -57.2% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling