+42,373.8%
MCHP vs ROP
+11,758.3%
+30,615.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +2.9% |
| 7D | +1.7% | -4.4% | +6.1% | +3.5% |
| 30D | -4.1% | +3.2% | -7.3% | -5.4% |
| 3M | -22.5% | +23.1% | -45.6% | -30.0% |
| 6M | +7.3% | +13.3% | -6.0% | -0.3% |
| YTD | +18.4% | -7.9% | +26.2% | +18.8% |
| 1Y | +18.1% | -22.1% | +40.2% | +26.9% |
| 3Y | -2.8% | -16.8% | +14.0% | +2.9% |
| 5Y | +5.5% | -13.5% | +19.0% | +10.3% |
| 10Y | +185.8% | +137.7% | +48.1% | +109.2% |
| All | +42,373.8% | +11,758.3% | +30,615.6% | +12,521.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling