-14.1%
MCHP vs BAM
+90.5%
-104.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.3% | +3.1% | +4.1% |
| 7D | -19.2% | +5.3% | -24.5% | -21.5% |
| 30D | -18.6% | +18.1% | -36.7% | -26.3% |
| 3M | -26.9% | +4.2% | -31.2% | -29.2% |
| 6M | -37.2% | +11.1% | -48.3% | -41.9% |
| YTD | -1.8% | +6.6% | -8.4% | -7.6% |
| 1Y | +12.1% | +6.2% | +5.9% | +5.8% |
| 3Y | -10.0% | +95.0% | -105.0% | -38.4% |
| All | -14.1% | +90.5% | -104.6% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling