+0.5%
MCHP vs RACE
+39.3%
-38.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +2.8% | -1.0% | +3.8% | +3.2% |
| 30D | -12.8% | -1.5% | -11.3% | -12.4% |
| 3M | -19.2% | +15.5% | -34.7% | -24.3% |
| 6M | +14.5% | +17.3% | -2.7% | +5.8% |
| YTD | +17.1% | +11.1% | +6.0% | +10.2% |
| 1Y | +15.3% | -14.3% | +29.6% | +21.9% |
| 3Y | +0.5% | +40.2% | -39.7% | -17.9% |
| All | +0.5% | +39.3% | -38.8% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling