+2.0%
MCHP vs BROS
+35.1%
-33.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.4% |
| 7D | 0.0% | -5.8% | +5.8% | +1.3% |
| 30D | -6.0% | -14.0% | +7.9% | -3.2% |
| 3M | -19.7% | -32.5% | +12.8% | -13.8% |
| 6M | +14.0% | -14.9% | +28.9% | +16.0% |
| YTD | +18.4% | -28.3% | +46.7% | +24.3% |
| 1Y | +17.1% | -34.0% | +51.1% | +24.4% |
| 3Y | +0.7% | +63.0% | -62.2% | -12.9% |
| All | +2.0% | +35.1% | -33.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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