+6.1%
MCHP vs RBA
+44.6%
-38.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.2% |
| 7D | +2.8% | -1.1% | +3.8% | +3.2% |
| 30D | -12.8% | -13.2% | +0.4% | -7.5% |
| 3M | -19.2% | -21.4% | +2.2% | -11.3% |
| 6M | +14.5% | -20.9% | +35.4% | +25.4% |
| YTD | +17.1% | -19.9% | +37.0% | +26.4% |
| 1Y | +15.3% | -28.7% | +44.0% | +30.9% |
| 3Y | +0.5% | +27.4% | -26.9% | -10.3% |
| 5Y | +6.1% | +41.7% | -35.7% | -12.6% |
| All | +6.1% | +44.6% | -38.5% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling