-12.6%
MCHP vs RCL
+254.2%
-266.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.9% | +1.7% |
| 7D | -4.3% | -0.2% | -4.0% | -4.3% |
| 30D | -16.3% | +14.4% | -30.7% | -21.5% |
| 3M | -21.4% | +5.2% | -26.5% | -23.7% |
| 6M | -35.8% | +26.1% | -61.9% | -43.2% |
| YTD | -0.9% | +17.4% | -18.3% | -12.7% |
| 1Y | +14.5% | +24.7% | -10.2% | -3.2% |
| All | -12.6% | +254.2% | -266.8% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling