+134.5%
MCHP vs RBA
+207.2%
-72.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -1.1% |
| 7D | +5.7% | +1.7% | +4.0% | +4.9% |
| 30D | -13.4% | +8.3% | -21.8% | -16.7% |
| 3M | -20.1% | +10.5% | -30.7% | -24.1% |
| 6M | -35.5% | -5.9% | -29.6% | -34.7% |
| YTD | -1.6% | -6.9% | +5.3% | -0.6% |
| 1Y | +15.5% | -4.9% | +20.3% | +15.5% |
| 3Y | -13.2% | +64.5% | -77.6% | -32.0% |
| 5Y | -17.5% | +46.1% | -63.5% | -34.3% |
| All | +134.5% | +207.2% | -72.6% | +28.3% |
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