-0.9%
MCHP vs ROP
-18.8%
+17.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +0.3% | -6.1% | +6.5% | +2.5% |
| 30D | -9.8% | -3.4% | -6.4% | -8.8% |
| 3M | -19.7% | +16.7% | -36.4% | -26.6% |
| 6M | +13.6% | +8.1% | +5.5% | +8.4% |
| YTD | +16.5% | -11.7% | +28.2% | +31.6% |
| 1Y | +15.7% | -24.2% | +39.9% | +52.2% |
| All | -0.9% | -18.8% | +17.9% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling