+136.1%
MCHP vs RBA
+204.3%
-68.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | -4.3% | -0.5% | -3.7% | -4.0% |
| 30D | -16.3% | +6.8% | -23.1% | -18.9% |
| 3M | -21.4% | +9.5% | -30.8% | -25.0% |
| 6M | -35.8% | -8.2% | -27.5% | -34.2% |
| YTD | -0.9% | -7.7% | +6.8% | +0.5% |
| 1Y | +14.5% | -6.9% | +21.4% | +15.7% |
| 3Y | -13.7% | +61.6% | -75.3% | -31.9% |
| 5Y | -16.9% | +44.7% | -61.6% | -33.6% |
| All | +136.1% | +204.3% | -68.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling