+218.4%
MCHP vs RACE
+658.1%
-439.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | -22.6% | +0.2% | -22.8% | -22.5% |
| 30D | -20.1% | +6.6% | -26.8% | -22.9% |
| 3M | -25.4% | +2.2% | -27.6% | -26.5% |
| 6M | -38.4% | +22.4% | -60.8% | -46.0% |
| YTD | -3.7% | +13.8% | -17.5% | -12.9% |
| 1Y | +11.7% | +2.2% | +9.5% | +7.8% |
| 3Y | -16.1% | +25.6% | -41.7% | -32.1% |
| 5Y | -16.9% | +71.0% | -87.9% | -45.0% |
| 10Y | +133.4% | +739.1% | -605.7% | -18.1% |
| All | +218.4% | +658.1% | -439.8% | +8.9% |
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 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