+15.7%
MCHP vs REPL
+147.0%
-131.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.5% |
| 7D | +0.3% | -9.6% | +9.9% | +0.3% |
| 30D | -9.8% | +5.7% | -15.5% | -9.7% |
| 3M | -19.7% | +56.4% | -76.1% | -19.7% |
| 6M | +13.6% | +67.4% | -53.9% | +12.8% |
| YTD | +16.5% | +48.7% | -32.1% | +16.2% |
| All | +15.7% | +147.0% | -131.3% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling