+201.4%
MCHP vs RBA
+189.2%
+12.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +0.3% | -1.9% | +2.2% | +1.2% |
| 30D | -9.8% | -13.0% | +3.2% | -4.3% |
| 3M | -19.7% | -23.1% | +3.4% | -10.7% |
| 6M | +13.6% | -22.6% | +36.2% | +25.9% |
| YTD | +16.5% | -20.4% | +36.9% | +26.6% |
| 1Y | +15.7% | -29.6% | +45.3% | +32.5% |
| 3Y | 0.0% | +26.6% | -26.6% | -12.2% |
| 5Y | +4.4% | +38.2% | -33.8% | -14.5% |
| 10Y | +201.4% | +194.7% | +6.7% | +75.3% |
| All | +201.4% | +189.2% | +12.2% | +75.3% |
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