+4.4%
MCHP vs RCL
+233.3%
-228.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | +0.3% | -2.2% | +2.5% | +1.3% |
| 30D | -9.8% | -15.7% | +5.9% | -3.3% |
| 3M | -19.7% | -8.0% | -11.7% | -17.3% |
| 6M | +13.6% | -10.1% | +23.7% | +17.1% |
| YTD | +16.5% | -5.9% | +22.4% | +15.7% |
| 1Y | +15.7% | -23.5% | +39.2% | +24.7% |
| 3Y | 0.0% | +174.4% | -174.4% | -36.9% |
| 5Y | +4.4% | +227.1% | -222.7% | -39.7% |
| All | +4.4% | +233.3% | -228.8% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling