+83.9%
MCHP vs REPL
-6.0%
+89.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.5% |
| 7D | +1.7% | -3.0% | +4.7% | +1.9% |
| 30D | -4.1% | +27.1% | -31.2% | -5.6% |
| 3M | -22.5% | +52.4% | -74.9% | -26.5% |
| 6M | +7.3% | +107.4% | -100.2% | -6.8% |
| YTD | +18.4% | +54.7% | -36.4% | +4.9% |
| 1Y | +18.1% | +158.9% | -140.7% | -4.1% |
| 3Y | -2.8% | -23.7% | +20.9% | -25.4% |
| 5Y | +5.5% | -54.3% | +59.8% | -15.9% |
| All | +83.9% | -6.0% | +89.9% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling