+134.5%
MCHP vs RCL
+340.1%
-205.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +5.7% | -1.2% | +6.9% | +6.1% |
| 30D | -13.4% | +17.8% | -31.3% | -18.5% |
| 3M | -20.1% | +4.9% | -25.1% | -21.9% |
| 6M | -35.5% | +23.7% | -59.2% | -40.8% |
| YTD | -1.6% | +17.8% | -19.4% | -9.8% |
| 1Y | +15.5% | +28.9% | -13.4% | +2.1% |
| 3Y | -13.2% | +241.9% | -255.1% | -45.5% |
| 5Y | -17.5% | +295.4% | -312.9% | -53.5% |
| All | +134.5% | +340.1% | -205.6% | +19.0% |
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