+3,874.7%
MCHP vs RMD
+38,753.6%
-34,878.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +5.7% | +2.1% | +3.6% | +5.2% |
| 30D | -13.4% | +2.1% | -15.5% | -14.0% |
| 3M | -20.1% | +6.2% | -26.4% | -21.7% |
| 6M | -35.5% | +19.4% | -54.9% | -39.3% |
| YTD | -1.6% | +0.5% | -2.1% | -3.3% |
| 1Y | +15.5% | -3.9% | +19.4% | +14.9% |
| 3Y | -13.2% | +72.5% | -85.7% | -26.4% |
| 5Y | -17.5% | -1.5% | -16.0% | -19.8% |
| 10Y | +136.0% | +345.8% | -209.8% | +62.3% |
| All | +3,874.7% | +38,753.6% | -34,878.9% | +1,347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling