-4.4%
MCHP vs ROIV
+287.3%
-291.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.6% | +0.8% | +4.7% |
| 7D | -19.2% | +13.3% | -32.5% | -20.8% |
| 30D | -18.6% | +14.8% | -33.4% | -20.4% |
| 3M | -26.9% | +11.9% | -38.9% | -28.6% |
| 6M | -37.2% | +42.4% | -79.7% | -41.0% |
| YTD | -1.8% | +87.4% | -89.3% | -12.3% |
| 1Y | +12.1% | +97.2% | -85.1% | -0.8% |
| 3Y | -10.0% | +375.7% | -385.7% | -30.6% |
| 5Y | -17.3% | +379.0% | -396.3% | -43.3% |
| All | -4.4% | +287.3% | -291.8% | -25.5% |
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