+133.4%
MCHP vs RF
+248.4%
-115.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | -22.6% | +0.3% | -22.9% | -22.5% |
| 30D | -20.1% | +6.2% | -26.3% | -22.6% |
| 3M | -25.4% | -7.8% | -17.6% | -22.0% |
| 6M | -38.4% | +5.9% | -44.4% | -40.6% |
| YTD | -3.7% | +9.0% | -12.7% | -8.7% |
| 1Y | +11.7% | +19.3% | -7.5% | +1.0% |
| 3Y | -16.1% | +116.4% | -132.5% | -44.4% |
| 5Y | -16.9% | +46.0% | -62.9% | -34.5% |
| 10Y | +133.4% | +239.8% | -106.4% | +27.3% |
| All | +133.4% | +248.4% | -115.0% | +27.3% |
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