+3.0%
MCHP vs BRO
+17.6%
-14.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | 0.0% | -7.3% | +7.4% | +1.8% |
| 30D | -6.0% | -6.9% | +0.8% | -4.7% |
| 3M | -19.7% | +10.7% | -30.3% | -23.5% |
| 6M | +14.0% | -2.7% | +16.7% | +13.5% |
| YTD | +18.4% | -16.3% | +34.8% | +24.7% |
| 1Y | +17.1% | -29.1% | +46.2% | +32.2% |
| 3Y | +0.7% | -7.8% | +8.5% | -4.9% |
| All | +3.0% | +17.6% | -14.6% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling