+0.9%
MCHP vs BROS
+41.2%
-40.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +2.8% | -0.9% | +3.7% | +2.9% |
| 30D | -12.8% | -13.5% | +0.6% | -10.4% |
| 3M | -19.2% | -18.4% | -0.8% | -16.7% |
| 6M | +14.5% | -10.6% | +25.1% | +15.3% |
| YTD | +17.1% | -25.1% | +42.2% | +21.8% |
| 1Y | +15.3% | -28.6% | +44.0% | +20.6% |
| 3Y | +0.5% | +65.6% | -65.1% | -13.5% |
| All | +0.9% | +41.2% | -40.3% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling