+199.5%
MCHP vs RCL
+346.0%
-146.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.2% | +3.5% |
| 7D | 0.0% | -1.9% | +1.9% | +0.7% |
| 30D | -6.0% | -15.5% | +9.5% | -0.3% |
| 3M | -19.7% | -9.7% | -10.0% | -17.1% |
| 6M | +14.0% | -8.7% | +22.8% | +16.5% |
| YTD | +18.4% | -5.8% | +24.2% | +18.0% |
| 1Y | +17.1% | -24.5% | +41.6% | +25.5% |
| 3Y | +0.7% | +173.9% | -173.2% | -31.2% |
| 5Y | +5.1% | +228.0% | -222.9% | -36.1% |
| All | +199.5% | +346.0% | -146.6% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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