+1.4%
MCHP vs ROL
-4.5%
+5.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -2.1% | -3.2% | +1.1% | -1.3% |
| 30D | -11.1% | -6.6% | -4.5% | -9.6% |
| 3M | -18.1% | -27.3% | +9.2% | -11.3% |
| 6M | +10.8% | -38.1% | +48.9% | +25.7% |
| YTD | +14.2% | -41.8% | +56.0% | +31.7% |
| 1Y | +13.5% | -37.8% | +51.3% | +27.8% |
| 3Y | -2.0% | -0.3% | -1.7% | -5.4% |
| 5Y | +1.4% | -5.1% | +6.4% | -8.7% |
| All | +1.4% | -4.5% | +5.9% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling