+3.0%
MCHP vs RMBS
+265.4%
-262.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.8% |
| 7D | 0.0% | +1.8% | -1.7% | -0.8% |
| 30D | -6.0% | -13.9% | +7.9% | +0.6% |
| 3M | -19.7% | -39.8% | +20.1% | +0.8% |
| 6M | +14.0% | -6.0% | +20.0% | +10.4% |
| YTD | +18.4% | -5.4% | +23.8% | +9.7% |
| 1Y | +17.1% | -1.8% | +18.9% | +2.3% |
| 3Y | +0.7% | +53.7% | -52.9% | -40.4% |
| All | +3.0% | +265.4% | -262.4% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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