+0.5%
MCHP vs RL
+211.8%
-211.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.5% |
| 7D | +2.8% | +1.9% | +0.9% | +1.7% |
| 30D | -12.8% | -12.2% | -0.6% | -6.7% |
| 3M | -19.2% | -6.6% | -12.6% | -16.7% |
| 6M | +14.5% | +3.2% | +11.4% | +9.7% |
| YTD | +17.1% | -1.3% | +18.4% | +14.6% |
| 1Y | +15.3% | +13.6% | +1.7% | +2.6% |
| 3Y | +0.5% | +210.9% | -210.4% | -48.1% |
| All | +0.5% | +211.8% | -211.4% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling