+6.1%
MCHP vs RACE
+92.4%
-86.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | +2.8% | -1.0% | +3.8% | +3.4% |
| 30D | -12.8% | -1.5% | -11.3% | -12.2% |
| 3M | -19.2% | +15.5% | -34.7% | -26.5% |
| 6M | +14.5% | +17.3% | -2.7% | +2.1% |
| YTD | +17.1% | +11.1% | +6.0% | +7.1% |
| 1Y | +15.3% | -14.3% | +29.6% | +23.2% |
| 3Y | +0.5% | +40.2% | -39.7% | -31.0% |
| 5Y | +6.1% | +92.6% | -86.5% | -44.1% |
| All | +6.1% | +92.4% | -86.4% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling