+35,115.4%
MCHP vs RF
+477.9%
+34,637.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.8% |
| 7D | -19.2% | -0.1% | -19.1% | -19.1% |
| 30D | -18.6% | +7.0% | -25.6% | -20.1% |
| 3M | -27.0% | -7.0% | -19.9% | -25.3% |
| 6M | -37.3% | +6.8% | -44.0% | -38.5% |
| YTD | -1.8% | +9.9% | -11.8% | -4.6% |
| 1Y | +12.1% | +21.1% | -9.0% | +6.1% |
| 3Y | -10.0% | +119.6% | -129.6% | -27.4% |
| 5Y | -17.3% | +46.2% | -63.5% | -26.0% |
| 10Y | +131.0% | +261.5% | -130.5% | +59.5% |
| All | +35,115.4% | +477.9% | +34,637.6% | +15,918.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling