-3.5%
MCHP vs ROIV
+280.9%
-284.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +0.6% |
| 7D | -4.3% | +9.2% | -13.5% | -5.7% |
| 30D | -16.3% | +19.9% | -36.2% | -18.8% |
| 3M | -21.4% | +10.6% | -32.0% | -23.1% |
| 6M | -35.8% | +36.1% | -71.8% | -39.2% |
| YTD | -0.9% | +84.3% | -85.2% | -11.3% |
| 1Y | +14.5% | +87.6% | -73.1% | +2.2% |
| 3Y | -13.7% | +353.9% | -367.6% | -33.1% |
| 5Y | -16.9% | +376.1% | -393.0% | -42.9% |
| All | -3.5% | +280.9% | -284.4% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling