+35,450.5%
MCHP vs ROL
+4,204.4%
+31,246.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | -4.3% | -1.7% | -2.6% | -3.4% |
| 30D | -16.3% | +18.5% | -34.8% | -22.7% |
| 3M | -21.4% | +4.3% | -25.7% | -23.6% |
| 6M | -35.8% | -27.7% | -8.0% | -27.1% |
| YTD | -0.9% | -35.8% | +34.9% | +18.3% |
| 1Y | +14.5% | -34.1% | +48.6% | +34.9% |
| 3Y | -13.7% | +2.9% | -16.6% | -18.9% |
| 5Y | -16.9% | +12.7% | -29.7% | -27.4% |
| 10Y | +137.5% | +212.6% | -75.1% | +24.9% |
| All | +35,450.5% | +4,204.4% | +31,246.0% | +4,181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling