+1.4%
MCHP vs ROP
-16.6%
+18.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -2.1% | -8.0% | +5.9% | +2.3% |
| 30D | -11.1% | -2.7% | -8.4% | -10.0% |
| 3M | -18.1% | +16.6% | -34.7% | -27.7% |
| 6M | +10.8% | +10.4% | +0.4% | +0.8% |
| YTD | +14.2% | -12.1% | +26.3% | +24.1% |
| 1Y | +13.5% | -23.6% | +37.1% | +39.8% |
| 3Y | -2.0% | -19.3% | +17.3% | +16.7% |
| 5Y | +1.4% | -15.4% | +16.8% | +9.1% |
| All | +1.4% | -16.6% | +18.0% | +9.1% |
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