-17.3%
MCHP vs ROP
+1.9%
-19.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.9% |
| 7D | +5.7% | +0.7% | +5.0% | +5.3% |
| 30D | -13.4% | +28.8% | -42.2% | -24.2% |
| 3M | -20.1% | +21.1% | -41.2% | -28.2% |
| 6M | -35.5% | +52.5% | -88.1% | -51.7% |
| YTD | -1.6% | +8.9% | -10.4% | -4.5% |
| 1Y | +15.5% | +8.2% | +7.2% | +12.6% |
| 3Y | -13.2% | -5.2% | -8.0% | -3.5% |
| All | -17.3% | +1.9% | -19.2% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling