-19.4%
MCHP vs RL
+247.9%
-267.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -22.6% | +1.3% | -23.9% | -22.9% |
| 30D | -20.1% | +7.6% | -27.8% | -23.1% |
| 3M | -25.4% | -1.5% | -23.9% | -24.7% |
| 6M | -38.4% | +12.1% | -50.5% | -43.2% |
| YTD | -3.7% | +13.9% | -17.6% | -13.0% |
| 1Y | +11.7% | +20.7% | -8.9% | -3.0% |
| 3Y | -16.1% | +260.6% | -276.7% | -63.5% |
| All | -19.4% | +247.9% | -267.3% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling