+199.5%
MCHP vs RMD
+274.3%
-74.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.9% |
| 7D | 0.0% | -4.4% | +4.5% | +2.2% |
| 30D | -6.0% | -3.1% | -2.9% | -4.9% |
| 3M | -19.7% | +13.8% | -33.5% | -26.1% |
| 6M | +14.0% | -8.6% | +22.6% | +16.5% |
| YTD | +18.4% | -8.6% | +27.1% | +20.5% |
| 1Y | +17.1% | -19.7% | +36.8% | +27.3% |
| 3Y | +0.7% | +48.4% | -47.7% | -23.0% |
| 5Y | +5.1% | -22.7% | +27.8% | +10.8% |
| All | +199.5% | +274.3% | -74.9% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling