+199.5%
MCHP vs BRO
+294.2%
-94.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | 0.0% | -7.3% | +7.4% | +3.8% |
| 30D | -6.0% | -6.9% | +0.8% | -3.1% |
| 3M | -19.7% | +10.7% | -30.3% | -26.3% |
| 6M | +14.0% | -2.7% | +16.7% | +11.5% |
| YTD | +18.4% | -16.3% | +34.8% | +25.7% |
| 1Y | +17.1% | -29.1% | +46.2% | +37.0% |
| 3Y | +0.7% | -7.8% | +8.5% | -7.0% |
| 5Y | +5.1% | +18.7% | -13.6% | -23.6% |
| All | +199.5% | +294.2% | -94.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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