+291.4%
MCHP vs RACE
+647.6%
-356.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.4% | +2.6% |
| 7D | +1.7% | -2.5% | +4.2% | +3.2% |
| 30D | -4.1% | +0.8% | -4.9% | -4.6% |
| 3M | -22.5% | +17.2% | -39.7% | -29.9% |
| 6M | +7.3% | +13.6% | -6.3% | -2.1% |
| YTD | +18.4% | +12.2% | +6.2% | +8.0% |
| 1Y | +18.1% | -16.3% | +34.4% | +26.6% |
| 3Y | -2.8% | +36.4% | -39.2% | -25.5% |
| 5Y | +5.5% | +95.0% | -89.5% | -35.2% |
| 10Y | +185.8% | +813.2% | -627.4% | -1.9% |
| All | +291.4% | +647.6% | -356.2% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling