-2.8%
MCHP vs RMD
+50.8%
-53.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -2.1% | -4.2% | +2.1% | -0.8% |
| 30D | -11.1% | -2.1% | -9.1% | -10.7% |
| 3M | -18.1% | +13.8% | -31.8% | -23.0% |
| 6M | +10.8% | -10.6% | +21.4% | +15.0% |
| YTD | +14.2% | -8.1% | +22.3% | +16.6% |
| 1Y | +13.5% | -18.0% | +31.4% | +21.8% |
| All | -2.8% | +50.8% | -53.6% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling