-14.0%
MCHP vs RDDT
+230.5%
-244.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.0% | -2.9% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | -11.1% | -0.5% | -10.6% | -11.4% |
| 3M | -18.1% | -9.8% | -8.3% | -17.8% |
| 6M | +10.8% | +15.8% | -5.0% | +6.0% |
| YTD | +14.2% | -32.4% | +46.7% | +18.2% |
| 1Y | +13.5% | -40.0% | +53.5% | +18.6% |
| All | -14.0% | +230.5% | -244.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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