-3.5%
MCHP vs ROIV
+298.6%
-302.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.7% |
| 7D | -17.5% | +9.5% | -27.0% | -18.7% |
| 30D | -15.8% | +21.0% | -36.8% | -18.4% |
| 3M | -22.9% | +18.7% | -41.6% | -25.4% |
| 6M | -36.6% | +44.5% | -81.1% | -40.5% |
| YTD | -0.8% | +92.9% | -93.7% | -11.8% |
| 1Y | +16.5% | +100.2% | -83.7% | +2.9% |
| 3Y | -13.6% | +375.0% | -388.6% | -33.5% |
| 5Y | -17.0% | +435.2% | -452.2% | -43.4% |
| All | -3.5% | +298.6% | -302.0% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling