+199.5%
MCHP vs ROK
+357.9%
-158.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.5% |
| 7D | 0.0% | -1.2% | +1.3% | +1.0% |
| 30D | -6.0% | -4.8% | -1.2% | -2.6% |
| 3M | -19.7% | -6.1% | -13.6% | -16.3% |
| 6M | +14.0% | +15.5% | -1.5% | +2.5% |
| YTD | +18.4% | +11.2% | +7.3% | +8.6% |
| 1Y | +17.1% | +23.8% | -6.7% | -0.5% |
| 3Y | +0.7% | +53.1% | -52.4% | -28.8% |
| 5Y | +5.1% | +48.3% | -43.2% | -25.5% |
| All | +199.5% | +357.9% | -158.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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