+1.4%
MCHP vs RMD
-22.7%
+24.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -2.1% | -4.2% | +2.1% | -0.4% |
| 30D | -11.1% | -2.1% | -9.1% | -10.5% |
| 3M | -18.1% | +13.8% | -31.8% | -24.1% |
| 6M | +10.8% | -10.6% | +21.4% | +14.9% |
| YTD | +14.2% | -8.1% | +22.3% | +16.2% |
| 1Y | +13.5% | -18.0% | +31.4% | +22.2% |
| 3Y | -2.0% | +52.9% | -54.9% | -24.9% |
| 5Y | +1.4% | -22.3% | +23.7% | +1.8% |
| All | +1.4% | -22.7% | +24.1% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling