+77.5%
MCHP vs REPL
-17.3%
+94.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.4% | +6.4% | -1.5% |
| 7D | -2.1% | -13.4% | +11.3% | -1.3% |
| 30D | -11.1% | -3.0% | -8.1% | -11.1% |
| 3M | -18.1% | +56.3% | -74.4% | -22.5% |
| 6M | +10.8% | +60.9% | -50.1% | -1.9% |
| YTD | +14.2% | +36.2% | -22.0% | +2.0% |
| 1Y | +13.5% | +121.0% | -107.6% | -6.9% |
| 3Y | -2.0% | -32.8% | +30.8% | -24.3% |
| 5Y | +1.4% | -58.7% | +60.0% | -19.0% |
| All | +77.5% | -17.3% | +94.8% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling