+201.4%
MCHP vs RF
+334.5%
-133.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +0.3% | -0.1% | +0.5% | +0.4% |
| 30D | -9.8% | -4.0% | -5.7% | -7.8% |
| 3M | -19.7% | +5.6% | -25.3% | -22.4% |
| 6M | +13.6% | +13.1% | +0.5% | +5.7% |
| YTD | +16.5% | +13.6% | +3.0% | +8.0% |
| 1Y | +15.7% | +16.0% | -0.3% | +6.0% |
| 3Y | 0.0% | +90.2% | -90.2% | -29.6% |
| 5Y | +4.4% | +87.0% | -82.6% | -27.3% |
| 10Y | +201.4% | +338.5% | -137.1% | +46.3% |
| All | +201.4% | +334.5% | -133.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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