+207.9%
MCHP vs RACE
+658.9%
-451.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.5% | -8.5% | -9.2% |
| 7D | -24.6% | +5.1% | -29.6% | -26.6% |
| 30D | -25.2% | +7.7% | -32.9% | -28.3% |
| 3M | -21.1% | +2.2% | -23.2% | -22.1% |
| 6M | -42.7% | +23.8% | -66.4% | -50.1% |
| YTD | -6.9% | +13.9% | -20.8% | -15.8% |
| 1Y | +0.9% | +3.8% | -2.9% | -3.7% |
| 3Y | -16.2% | +28.0% | -44.3% | -33.0% |
| 5Y | -24.1% | +64.9% | -89.0% | -48.7% |
| 10Y | +134.1% | +780.4% | -646.3% | -19.1% |
| All | +207.9% | +658.9% | -451.0% | +5.2% |
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