+2,724.1%
MCHP vs RMBS
+1,376.2%
+1,347.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +0.3% | +3.5% | -3.1% | -0.5% |
| 30D | -9.8% | -8.6% | -1.2% | -7.8% |
| 3M | -19.7% | -40.3% | +20.6% | -8.6% |
| 6M | +13.6% | -1.0% | +14.5% | +11.7% |
| YTD | +16.5% | -4.6% | +21.1% | +14.0% |
| 1Y | +15.7% | +17.6% | -1.9% | +5.8% |
| 3Y | 0.0% | +58.6% | -58.7% | -16.9% |
| 5Y | +4.4% | +270.9% | -266.5% | -28.8% |
| 10Y | +201.4% | +569.1% | -367.7% | +82.4% |
| All | +2,724.1% | +1,376.2% | +1,347.9% | +391.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling