+134.5%
MCHP vs ROL
+221.5%
-87.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.6% |
| 7D | +5.7% | +3.0% | +2.7% | +4.5% |
| 30D | -13.4% | +19.8% | -33.2% | -19.6% |
| 3M | -20.1% | +7.9% | -28.0% | -23.1% |
| 6M | -35.5% | -25.6% | -9.9% | -28.0% |
| YTD | -1.6% | -34.1% | +32.6% | +15.5% |
| 1Y | +15.5% | -31.4% | +46.9% | +32.9% |
| 3Y | -13.2% | +4.7% | -17.9% | -19.6% |
| 5Y | -17.5% | +15.6% | -33.1% | -29.9% |
| All | +134.5% | +221.5% | -87.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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