+2,981.5%
MCHP vs RL
+1,366.2%
+1,615.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.7% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -4.1% | -7.8% | +3.7% | -1.5% |
| 3M | -22.5% | -4.0% | -18.5% | -21.6% |
| 6M | +7.3% | -1.9% | +9.2% | +6.8% |
| YTD | +18.4% | -0.2% | +18.5% | +16.8% |
| 1Y | +18.1% | +10.7% | +7.5% | +12.1% |
| 3Y | -2.8% | +210.8% | -213.6% | -35.9% |
| 5Y | +5.5% | +238.2% | -232.7% | -33.3% |
| 10Y | +185.8% | +313.4% | -127.6% | +59.1% |
| All | +2,981.5% | +1,366.2% | +1,615.3% | +826.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling