+4,130.5%
MCHP vs RBA
+3,565.6%
+565.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.7% | -2.9% | +4.6% | +2.7% |
| 30D | -4.1% | -12.3% | +8.2% | -0.1% |
| 3M | -22.5% | -20.5% | -2.0% | -17.2% |
| 6M | +7.3% | -18.5% | +25.8% | +13.8% |
| YTD | +18.4% | -18.2% | +36.6% | +24.9% |
| 1Y | +18.1% | -27.5% | +45.6% | +29.1% |
| 3Y | -2.8% | +38.1% | -40.9% | -13.1% |
| 5Y | +5.5% | +44.8% | -39.3% | -8.5% |
| 10Y | +185.8% | +187.1% | -1.3% | +101.7% |
| All | +4,130.5% | +3,565.6% | +565.0% | +1,612.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling