+69.3%
MCHP vs RKT
-7.0%
+76.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.6% |
| 7D | +1.7% | +2.1% | -0.4% | +1.3% |
| 30D | -4.1% | +1.4% | -5.5% | -4.4% |
| 3M | -22.5% | +6.3% | -28.8% | -23.6% |
| 6M | +7.3% | -15.5% | +22.7% | +9.0% |
| YTD | +18.4% | -27.4% | +45.8% | +22.4% |
| 1Y | +18.1% | -26.6% | +44.7% | +21.3% |
| 3Y | -2.8% | +41.2% | -44.0% | -13.4% |
| 5Y | +5.5% | -6.4% | +11.9% | -7.4% |
| All | +69.3% | -7.0% | +76.3% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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