+134.5%
MCHP vs RL
+337.1%
-202.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.1% |
| 7D | +5.7% | +2.6% | +3.1% | +4.4% |
| 30D | -13.4% | +2.9% | -16.4% | -14.3% |
| 3M | -20.1% | 0.0% | -20.1% | -20.1% |
| 6M | -35.5% | +17.1% | -52.6% | -40.9% |
| YTD | -1.6% | +10.1% | -11.7% | -7.7% |
| 1Y | +15.5% | +17.3% | -1.8% | +4.8% |
| 3Y | -13.2% | +249.3% | -262.5% | -53.1% |
| 5Y | -17.5% | +240.9% | -258.4% | -56.0% |
| All | +134.5% | +337.1% | -202.5% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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