+0.7%
MCHP vs RDW
+241.5%
-240.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +4.0% |
| 7D | 0.0% | +0.9% | -0.8% | -0.1% |
| 30D | -6.0% | -21.3% | +15.2% | -3.2% |
| 3M | -19.7% | -37.9% | +18.2% | -15.7% |
| 6M | +14.0% | +12.3% | +1.8% | +9.2% |
| YTD | +18.4% | +39.7% | -21.3% | +7.2% |
| 1Y | +17.1% | +25.7% | -8.6% | +5.6% |
| 3Y | +0.7% | +230.8% | -230.1% | -23.2% |
| All | +0.7% | +241.5% | -240.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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