+6.1%
MCHP vs REPL
-53.9%
+60.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | +2.8% | -5.7% | +8.5% | +2.9% |
| 30D | -12.8% | +22.5% | -35.3% | -13.4% |
| 3M | -19.2% | +64.7% | -83.9% | -21.5% |
| 6M | +14.5% | +83.0% | -68.5% | +7.1% |
| YTD | +17.1% | +52.0% | -34.8% | +10.2% |
| 1Y | +15.3% | +144.5% | -129.2% | +3.2% |
| 3Y | +0.5% | -25.1% | +25.5% | -10.3% |
| 5Y | +6.1% | -52.9% | +59.0% | -0.2% |
| All | +6.1% | -53.9% | +60.0% | -0.2% |
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