+0.7%
MCHP vs RNG
+119.8%
-119.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | 0.0% | -6.1% | +6.1% | +1.2% |
| 30D | -6.0% | +9.6% | -15.6% | -7.8% |
| 3M | -19.7% | +83.3% | -103.0% | -29.8% |
| 6M | +14.0% | +77.9% | -63.9% | -1.9% |
| YTD | +18.4% | +139.9% | -121.5% | -10.1% |
| 1Y | +17.1% | +121.7% | -104.5% | -9.0% |
| 3Y | +0.7% | +121.9% | -121.2% | -27.9% |
| All | +0.7% | +119.8% | -119.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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