+379.6%
MCHP vs RNG
+305.9%
+73.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.3% | -4.1% | +4.4% | +1.3% |
| 30D | -9.8% | +8.6% | -18.4% | -11.9% |
| 3M | -19.7% | +78.0% | -97.7% | -32.2% |
| 6M | +13.6% | +67.0% | -53.5% | -4.4% |
| YTD | +16.5% | +142.4% | -125.9% | -14.0% |
| 1Y | +15.7% | +120.4% | -104.8% | -12.6% |
| 3Y | 0.0% | +122.1% | -122.2% | -27.6% |
| 5Y | +4.4% | -69.8% | +74.3% | +14.1% |
| 10Y | +201.4% | +223.4% | -22.0% | +75.7% |
| All | +379.6% | +305.9% | +73.7% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling