+15.5%
MCHP vs ROL
-31.8%
+47.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | +5.7% | +3.0% | +2.7% | +5.5% |
| 30D | -13.4% | +19.8% | -33.2% | -14.4% |
| 3M | -20.1% | +7.9% | -28.0% | -19.6% |
| 6M | -35.5% | -25.6% | -9.9% | -29.9% |
| YTD | -1.6% | -34.1% | +32.6% | +12.0% |
| 1Y | +15.5% | -31.4% | +46.9% | +32.9% |
| All | +15.5% | -31.8% | +47.3% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling