+199.5%
MCHP vs RL
+311.3%
-111.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.3% |
| 7D | 0.0% | -3.4% | +3.5% | +1.7% |
| 30D | -6.0% | -14.4% | +8.4% | +1.0% |
| 3M | -19.7% | -13.6% | -6.1% | -14.4% |
| 6M | +14.0% | +0.6% | +13.5% | +11.7% |
| YTD | +18.4% | -3.6% | +22.0% | +18.0% |
| 1Y | +17.1% | +8.3% | +8.8% | +9.9% |
| 3Y | +0.7% | +204.8% | -204.1% | -42.0% |
| 5Y | +5.1% | +232.9% | -227.9% | -43.1% |
| All | +199.5% | +311.3% | -111.8% | +50.0% |
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