+199.5%
MCHP vs ROP
+135.6%
+63.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | 0.0% | -4.6% | +4.6% | +3.3% |
| 30D | -6.0% | -1.7% | -4.3% | -5.3% |
| 3M | -19.7% | +17.1% | -36.8% | -30.7% |
| 6M | +14.0% | +10.9% | +3.2% | +1.4% |
| YTD | +18.4% | -12.1% | +30.5% | +24.5% |
| 1Y | +17.1% | -24.2% | +41.4% | +38.9% |
| 3Y | +0.7% | -20.4% | +21.1% | +16.0% |
| 5Y | +5.1% | -15.4% | +20.5% | +14.5% |
| All | +199.5% | +135.6% | +63.8% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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