+29,985.7%
MCHP vs RCL
+4,549.4%
+25,436.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +1.7% | -5.1% | +6.8% | +3.3% |
| 30D | -4.1% | -19.0% | +14.9% | +2.4% |
| 3M | -22.5% | -9.6% | -12.9% | -20.3% |
| 6M | +7.3% | -6.7% | +14.0% | +8.7% |
| YTD | +18.4% | -3.9% | +22.3% | +17.5% |
| 1Y | +18.1% | -25.1% | +43.2% | +26.0% |
| 3Y | -2.8% | +179.1% | -181.9% | -31.2% |
| 5Y | +5.5% | +243.3% | -237.8% | -33.6% |
| 10Y | +185.8% | +325.8% | -140.0% | +42.2% |
| All | +29,985.7% | +4,549.4% | +25,436.3% | +4,881.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling