-16.9%
MCHP vs RCL
+285.8%
-302.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.9% | +1.5% |
| 7D | -4.3% | -0.2% | -4.0% | -4.3% |
| 30D | -16.3% | +14.4% | -30.7% | -21.0% |
| 3M | -21.4% | +5.2% | -26.5% | -23.5% |
| 6M | -35.8% | +26.1% | -61.9% | -42.3% |
| YTD | -0.9% | +17.4% | -18.3% | -10.7% |
| 1Y | +14.5% | +24.7% | -10.2% | +0.1% |
| 3Y | -13.7% | +250.9% | -264.6% | -51.0% |
| 5Y | -16.9% | +293.8% | -310.8% | -56.8% |
| All | -16.9% | +285.8% | -302.7% | -56.8% |
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