-1.6%
MCHP vs BROS
+33.7%
-35.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.3% |
| 7D | -2.1% | -6.1% | +4.0% | -0.8% |
| 30D | -11.1% | -12.4% | +1.2% | -8.8% |
| 3M | -18.1% | -27.9% | +9.9% | -13.3% |
| 6M | +10.8% | -16.8% | +27.6% | +13.2% |
| YTD | +14.2% | -29.0% | +43.3% | +20.2% |
| 1Y | +13.5% | -33.2% | +46.7% | +20.3% |
| 3Y | -2.0% | +56.8% | -58.8% | -14.7% |
| All | -1.6% | +33.7% | -35.2% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling