-17.0%
MCHP vs REPL
-34.5%
+17.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.4% | +9.4% | +3.2% |
| 7D | -17.5% | +5.3% | -22.8% | -17.7% |
| 30D | -15.8% | +66.6% | -82.5% | -17.1% |
| 3M | -22.9% | +59.6% | -82.4% | -24.0% |
| 6M | -36.6% | +482.4% | -518.9% | -41.6% |
| YTD | -0.8% | +124.1% | -124.9% | -7.6% |
| 1Y | +16.5% | +138.6% | -122.0% | +8.2% |
| 3Y | -13.6% | +96.0% | -109.6% | -31.3% |
| 5Y | -17.0% | -35.4% | +18.4% | -21.1% |
| All | -17.0% | -34.5% | +17.5% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling